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Marcel  Rindisbacher Associate Professor of Finance   Degrees   Ph.D., Université de Montréal M.Sc., London School of Economics B.A., Universität Bern, Switzerland Email   Phone   416 9465647 Personal Web Site   http://rotman.utoronto.ca/~rindisbm

Positions Held Academic Positions 2006-present   Associate Professor, Rotman School of Management 1999-2006   Assistant Professor, Rotman School of Management, University of Toronto 1997-1999   Part Time Lecturer, Université de Montréal

Selected Articles and Papers "Monte Carlo Methods for Derivatives with Discontinuous Payoffs," with J. Detemple, Computational Statistics and Data Analysis, 51, 2007, 3393-3417 "Simulation Methods for Optimal Portfolios," with J. Detemple and R. Garcia, forthcoming Handbook of Operations Research and Management Science, 2007 "Dynamic Asset Liability Management with Tolerance for Limited Shortfalls," with J. Detemple, forthcoming Insurance, Mathematics & Economics, 2007 "Heterogenous Preferences and Equilibrium Trading Volume," with T. Berrada and J. Hugonnier, Jornal of Financial Economics, 3, 2007, 719-750 "Intertemporal Asset Allocation: A Comparison of Methods," with J. Detemple and R. Garcia, R., Journal of Banking and Finance, 29, 2005, 2821-2848 "Representation Formulas for Malliavin Derivatives of Diffusion Processes," with J. Detemple and R. Garcia, Finance and Stochastics, 9, 2005, 349-367 "Explicit Solutions of a Portfolio Problem with Incomplete Markets and Investment Constraints," with J. Detemple, Mathematical Finance, 15, 2005, 539-568 "Asymptotic Properties of Monte Carlo Estimators of Diffusions," with J. Detemple and R. Garcia, Journal of Econometrcis, 34, 2005, 1-68 "Asymptotic Properties of Monte Carlo Estimators of Derivatives," with J. Detemple and R. Garcia, Management Science, 51, 2005, 1657-1675 "A Monte Carlo Method for Optimal Portfolios," with J. Detemple and R. Garcia, Journal of Finance, 58, 2003, 401-446 "Real Business Cycle Models - Some Evidence for Switzerland," with G. Kursteiner, Swiss Journal of Economics and Statistics, 130, 1994, 21-43 "Volkswirtschafslehre und Mathematik - Replik an Professor McCloskey," with C. Lenz, Wissen, Neue Zürcher Neitung, 1991

Honors/Awards 1994 Bourse d'excellence, Université de Montréal 1997 Bourse d'excellence, Université de Montréal 1998 Bourse d'excellence, Université de Montréal 1999 Connaught Grant, University of Toronto

Research and Teaching Interests Teaches courses in undergraduate Business Finance, and PhD Financial Economics. Research interests include financial theory, mathematical finance, computational finance