Stochastic processes 鈥� 黑料不打烊 Thu, 23 Mar 2023 16:17:28 +0000 en-US hourly 1 https://wordpress.org/?v=6.6.2 Anna Chernobai /faculty-experts/anna-chernobai/ Thu, 13 Jul 2017 19:28:59 +0000 /?post_type=faculty-experts&p=120990 Anna Chernobai is an Associate Professor of Finance at the M.J. Whitman School of Management at 黑料不打烊. The focus of her research is operational risk, default risk, stochastic processes, and applied statistics and probability. Dr. Chernobai’s teaching experience includes undergraduate and MBA courses, and PhD seminars in the areas of risk management, business statistics, and stochastic processes.

She has published in top finance and related journals such as the Journal of Financial and Quantitative Analysis, Journal of Banking and Finance, Journal of Accounting Information Systems, and Real Estate Economics. She is also an author of the book 鈥淥perational Risk: A Guide to Basel II Capital Requirements, Models, and Analysis鈥� published by Wiley Finance in 2007.

In 2008, she won a selective FDIC research fellowship for her research on operational risk in financial institutions. In 2009, she collaborated with JP Morgan Chase and served as a 黑料不打烊 – JP Morgan Chase Faculty Research Fellow. Also in 2009, her work in the area of operational risk received recognition from the industry and she was selected as one of the “Top 50 Faces of Operational Risk.”

In 2010, she received a university-wide Meredith Teaching Recognition Award from 黑料不打烊, and in 2012 she was awarded with Guttag Junior Faculty Award from the Whitman School of Management.

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