College of Business: University of Illinois at Urbana-Champaign

Professor of Finance and Harry A. Brandt Distinguished Professor of Financial Markets and Options

Ph.D., Finance, Massachusetts Institute of Technology, 1990
A.B., Summa Cum Laude, Princeton University, 1981

Professor of Finance, University of Illinois, 2003 - Present
Director of PhD, Department of Finance, University of Illinois, 2003 - Present
Harry A. Brandt Distinguished Professor in Financial Markets and Options, University of Illinois, 2006 - Present
Associate Professor of Finance, University of Illinois, 1997-2003
Assistant Professor of Finance, University of Illinois, 1995-1997
Visiting Academic Fellow, United States Securities and Exchange Commission, 1994-1995
Assistant Professor of Finance, University of Rochester, 1989-1995

Pearson, N., Pena-Mora, F., Menassa, C. Forthcoming. Option Pricing Model to Analyze Cost–Benefit Trade-Offs of ADR Investments in AEC Projects. Journal of Construction Engineering and Management, 135: 156-168

Pearson, N., Smithson, C. 2008. Valuing Tranches of CDOs II: CDOs of ABS. Risk, 21: 84-87

Pearson, N., Smithson, C. 2007. Valuing Tranches of CDOs I. Risk, 20: 92-95

Associate Editor, Economics Bulletin, 2000-2006
Associate Editor, Journal of Financial and Quantitative Analysis, 1998-2006
Associate Editor, Journal of Financial Economics, 1993-2006

Teaches courses in financial derivatives, financial engineering, and financial risk management.

Research interests include models for pricing and hedging financial derivatives, and risk management.