Anatoily Belaygorod
Adjunct Professor of Finance
Area of Expertise:
Option Pricing, Statistics/Econometrics
Research Interests:
Financial Econometrics, Bayesian statistics and econometrics, Markov chain Monte Carlo methods for State-Space models.
Selected Publications:- "Indeterminancy, change point and the prize puzzle in an estimated DSGE model", Journal of Economic Dynamics & Control, 624-648, 2009
- "Discrete Monetary Policy Changes and Changing Inflation Target in estimated DSGE model", Federal Reserve Bank of St. Louis Review, Issue 6, with M. Dueker, 2005
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Academic/Professional Activities:- Member, AAA Working Group
- Member, AFA
- Conference-Related, DSGE Conference
- Member, ISBA
- Referee, JEDC
- Referee, JEF
- Member, Olin MSF Program
- Conference-Related, RGA Actuarial Seminars
- Member, SCE
- Conference-Related, SEC Conference
- Conference-Related, SNDE Conference
- Conference-Related, FOMC Briefing
Awards/Honors:- J. Ramsey Best Paper Prize, Society for Nonlinear Dynamics & Econometrics, 2006
- Washington University Doctoral Research/Teaching Assistantship, 2001
- Washington University Doctoral Fellowship, 2000
- Beta Gamma Sigma Honor Society member, Beta Gamma Sigma Honor Society
- Certified winner of math and professional chess contests
- Dean's List Olin Business School
- Golden Key National Honor Society
Personal Interests:
Hobbies include body-building, semi-scientific literature in relativity theory, cosmology, quantum mechanics, AI and DNA research, and quantum computing. He has been a professional chess player since early childhood.
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Dr. Belaygorod is Vice President Quantitative Risk, Financial Markets at Reinsurance Group of America, Inc. Professor Belaygorod's work involves risk management, model building for fixed income risks, pricing derivative securities and producing interest rate scenarios for Asset-Liability Management and use by pricing actuaries.
Anatoily Belaygorod's Home Page
Email: belaygorod@wustl.edu
Phone: (314) 935-8551
PhD 2006, Washington University Olin School of Business
MBA 2002, Washington University Olin School of Business
MA 2001, Washington University
BBA 2000, Washington University Olin Business School
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