Biography
Brian Boonstra is a quantitative researcher based in Chicago. He has served as senior or chief quant at Jump Trading, Cognitive Capital, UBS O'Connor, Delaware Street Capital, JPMorgan and Helios, and has been teaching at the graduate level since 1996. He managed Thureos Capital, a hedge fund dedicated to equity/credit arbitrage using contingent claims models, and has worked in most areas of contingent claims modeling and trading. In addition to teaching at Booth, Boonstra teaches in Financial Mathematics at the University of Chicago.
His interests include numerical analysis, contingent claims pricing models, and statistical learning. Boonstra holds an S.B. in Mathematics from the University of Chicago and a Ph.D. in Complex Analysis from the University of Michigan.
Academic Areas
- Finance