Tao L. Wu
Tao Wu is an Associate Professor of Finance at the Stuart School of Illinois Institute of Technology. He was a Visiting Research Chair Professor at the University of Waterloo in 2016 and a visiting scholar at Banque de France in June 2012. He has been awarded the Irwin/McGraw-Hill Distinguished Paper in Finance Prize, Best Paper awards at the Financial Management Association Conferences and the Asia-Pacific Association for Derivatives Conference, Van Buren and Van Amringe Prizes in Mathematics, Josephine de Karman Fellowship, Professor Harriss Scholarship in Economics, and an I. I. Rabi Scholar.
He has presented his research at the American Finance Association Annual Meetings, The Wharton School, Stanford University, Oxford University, University of Michigan, University of Illinois, Rutgers University, the Federal Reserve Board, FDIC, OCC and the European Central Bank. His research has been funded by the Arditti Center for Risk Management, Montreal Institute of Structured Finance and Derivatives, and the Chicago Mercantile Exchange. He has published extensively in leading academic journals.
He received his Ph.D. in finance from The Wharton School at the University of Pennsylvania and B.A. in economics from Columbia University. Prior to graduate school, he traded derivatives for a major investment bank in New York.
Derivatives and Term structure models of interest rates