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
Assistant Professor of Finance, University of Rochester, 1989-1995

Ni, X., Pearson, N., Poteshman, A. 2005. Stock Price Clustering on Option Expiration Dates. Journal of Financial Economics, 78: 49-87

Li, M., Pearson, N., Poteshman, A. 2004. Conditional Estimation of Diffusion Processes. Journal of Financial Economics, 74: 31-66

Pearson, N. 2003. Markowitz Mean-Variance Portfolio Theory. In History of Risk Management. London: Risk Publications.

Campus Award for Excellence in Off-Campus Teaching, University of Illinois at Urbana-Champaign, 2004

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.