ProfessorNeftcicompletedhisPhDattheUniversityofMinnesota.CurrentlyheteachesattheGraduateSchool,CityUniversityofNewYork,ICMACentre,UniversityofReading,UK,andattheUniversityOfLausanne,Switzerland.HeisalsoaVisitingProfessorintheFinanceDepartmentatHongKongUniversityofScienceandTechnology.HeistheheadoftheFAMECertificateprograminSwitzerland.ProfessorNeftciisknownforhisbooksandarticles.Hisbooks,AnIntroductiontotheMathematicsofFinancialDerivativesandPrinciplesofFinancialEngineering,arestandardtextsinmostuniversityderivativescourses.Themorerecentbook,PrinciplesofFinancialEngineering,wasselectedastherunnerupforTheBookoftheYearawardbyRiskmagazineduring2004.Hiscurrentresearchdealswithpricingofcontingentcreditlines,therelationshipbetweenyieldcurvecurvatureandvolatility.HeisalsoworkingonusingtheCreditDefaultSwappricestopredictfinancialcrises.Overall,ProfessorNeftci'sresearchandteachingisintheareasoffinancialengineering,riskmanagementofextremeeventsandinemergingmarketassettradingstrategies.Hislatestpapersdealwithriskmeasurementusingextremevaluetheoryandvolatilitydynamics.ProfessorNeftciisaconsultanttovariousfinancialinstitutionsandteacheshigh-levelcoursesoncutting-edgeissuestoadvancedfinancialmarketprofessionals.HewasrecentlyaconsultantwiththeWorldBankandwiththeIFC.HeregularlyholdshighlyvisibleworkshopsformarketprofessionalsonFinancialEngineering,MathematicsforFinancialDerivatives,andCalibrationMethods.CurrentlyheisaRiskManagementAdvisortoIMF.ProfessorNeftciisalsoaregularcolumnistforCBNdaily,afinancialdailyinShanghai,themostinfluentialfinancialnewspaperinChina.Hiscolumnsdealingwithcurrentfinancialmarketactivityareregularlyquotedonsina.comandonsohu.com.