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Alexander Lipton

from New York, NY
Age ~67

Alexander Lipton Phones & Addresses

  • 120 87Th St, New York, NY 10128 (212) 369-6695
  • 250 E Pearson St #1305, Chicago, IL 60611 (312) 640-1455
  • 250 E Pearson St #1303, Chicago, IL 60611
  • 250 Pearson St, Chicago, IL 60611
  • 250 E Pearson St APT 1305, Chicago, IL 60611 (212) 369-6695

Work

Position: Production Occupations

Resumes

Resumes

Alexander Lipton Photo 1

Student At Harvard University

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Location:
Greater New York City Area
Industry:
Higher Education
Alexander Lipton Photo 2

Board Advisor

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Location:
Chicago, IL
Industry:
Information Technology And Services
Work:
Epfl (École Polytechnique Fédérale De Lausanne) Sep 2017 - 2019
Visiting Professor

Business School at the Hebrew University of Jerusalem Sep 2017 - 2019
Professor, Dean's Fellow

Sila Sep 2017 - 2019
Chief Technical Officer

Endor Software Ltd Sep 2017 - 2019
Advisor

Katalysen & Partners Sep 2017 - 2019
Strategic Advisor
Education:
New York University School of Law
Doctor of Jurisprudence, Doctorates
Lomonosov Moscow State University (Msu)
Master of Science, Masters, Mathematics
Lomonosov Moscow State University (Msu)
Doctorates, Doctor of Philosophy, Mathematics, Philosophy
Skills:
Derivatives
Risk Management
Investment Banking
Financial Risk
Fixed Income
Fx Options
Quantitative Finance
Capital Markets
Valuation
Quantitative Analytics
Financial Modeling
Analytics
Financial Markets
Equities
Foreign Exchange Options

Publications

Us Patents

Systems And Methods For Modeling Credit Risks Of Publicly Traded Companies

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US Patent:
7853519, Dec 14, 2010
Filed:
Oct 5, 2006
Appl. No.:
11/543599
Inventors:
Alexander Lipton - Chicago IL, US
Jonathan Z. Song - New York NY, US
Assignee:
Credit Suisse Securities (USA) LLC - New York NY
International Classification:
G06Q 40/00
US Classification:
705 38
Abstract:
There are provided new structural default models for modeling the likely default of publicly traded companies. In a first embodiment, the invention is straight-forward to implement and allows the capture of some important ingredients of the actual default, including positive short-term CDSs. In a second embodiment them model is somewhat more versatile and complex. Provided is a very efficient method for dealing with the timing of a default boundary, that is, jumps in the company's value, etc. Further provided is a process using Fast Fourier Transform matrix processing for processing the structural default models in a computationally efficient manner.

Systems And Methods For Modeling Credit Risks Of Publicly Traded Companies

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US Patent:
20050021452, Jan 27, 2005
Filed:
Mar 8, 2004
Appl. No.:
10/795541
Inventors:
Alexander Lipton - Chicago IL, US
Jonathan Song - New York NY, US
International Classification:
G06F017/60
US Classification:
705038000, 705035000
Abstract:
There are provided new structural default models for modeling the likely default of publicly traded companies. In a first embodiment, the invention is straight-forward to implement and allows the capture of some important ingredients of the actual default, including positive short-term CDSs. In a second embodiment the model is somewhat more versatile and complex. Provided is a very efficient method for dealing with the timing of a default boundary, that is, jumps in the company's value, etc. Further provided is a process using Fast Fourier Transform matrix processing for processing the structural default models in a computationally efficient manner.

Account Platform For A Distributed Network Of Nodes

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US Patent:
20180293553, Oct 11, 2018
Filed:
Apr 5, 2018
Appl. No.:
15/946381
Inventors:
- Chicago IL, US
Alexander LIPTON - Chicago IL, US
Sergei BURKOV - Palo Alto CA, US
International Classification:
G06Q 20/02
G06Q 20/38
G06Q 20/06
Abstract:
Embodiments described herein relate to a network of bank nodes to transfer funds to different central bank systems. An account platform generates and record blocks on a distributed block chain across computing devices to create a ledger of transaction records. The bank nodes connect directly to central-bank systems for deposit and withdraw transactions. The account platform is configured to output dynamic bank and customer records using data elements of the distributed ledger.
Alexander Lipton from New York, NY, age ~67 Get Report