JOR is the ideal forum for state-of-the-art risk management methodologies, their practical implementations, and policy evaluations

The Journal of Risk is led by Editor-in-Chief Farid Aitsahlia who is currently based at the University of Florida.

He received his Ph.D. degree in Operations Research (with a specialization in mathematical finance) from Stanford University and then spent several years in industry before returning to academia.

He was at Hewlett-Packard Laboratories while still a graduate student and right after he earned his doctoral degree. He later joined two Silicon Valley start-ups (Financial Engines and DemandTec) before moving to the University of Florida.

His research focus is on computational finance, risk management and market efficiency. His papers on American and path-dependent option pricing have appeared in the Journal of Computational Finance, the Journal of Derivatives, the Annals of Applied Probability, and Applied Mathematical Finance, among others.

He is the co-author with Kai Lai Chung of the fourth edition of Elementary Probability Theory (Springer, 2003) and will soon publish his latest book, Options on Extremes and Averages, with World Scientific.

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