Dr. Izzy Nelken,
         a world renowned expert on derivatives
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... Biography .............................................................................................................................................................

Dr. Izzy Nelken
President
Super Computer Consulting, Inc.
3943 Bordeaux Drive
Northbrook IL 60062
USA
Phone (847) 562-0600
Fax (847) 562-0607
Email: izzy@supercc.com
Web Sites www.supercc.com and www.optionsprofessor.com

 


General Information

Izzy is president of Super Computer Consulting, Inc. in Northbrook, Illinois. Super Computer Consulting Inc. specializes in complex derivatives, structured products, risk management and hedge funds.  Izzy holds a Ph.D. in Computer Science from Rutgers University and was on the faculty at the University of Toronto.  Izzy's firm has many consulting clients including several regulatory bodies, major broker-dealers, large and medium sized banks as well as hedge funds. Izzy is a lecturer at the prestigious mathematics department at the University of Chicago. He teaches numerous courses and seminars around the world on a variety of topics. Izzy's seminars are known for being non mathematical. Instead they combine cutting edge analytics with real world applications and intuitive examples.  Izzy is a member of the Chicago Board Options Exchange (CBOE) Product Development Committee and a Public Director of the CBOE Futures Exchange (CFE).

Book Published

Izzy is editor and co-author of

   “The Handbook of Exotic Options”, Irwin, 1996, ISBN 1-55738-904-7
   “Option Embedded Bonds” , Irwin, 1997, ISBN 0-7863-0818-4
   “Volatility in the Capital Markets”, Glenlake, 1997, ISBN 1-884964-73-7
   “Handbook of Hybrid Securities”, Wiley, 2000, ISBN  0-471-89114-2
   “Hedge Fund & Investment Management” , Elsevier Finance, 2006, ISBN 0-7506-6007-4.
   

He is author of 

   “Implementing Credit Derivatives”, McGraw Hill, 1999, ISBN 0-07-047237-8
   “Pricing, Hedging and Trading Exotic Options”, McGraw Hill, 1999, ISBN 0-07-047236-X .

Software Products

Super Computer Consulting Inc. currently has three software products:
ExoticOp! The exotic options portfolio manager
ConvB++ the convertible bond and hybrid instrument software package
WeatherBox for weather derivatives

Academic Information

B.Sc. in Mathematics and Computer Science, Tel Aviv University 1984
M.Sc. in Computer Science, Rutgers University, 1986
Ph.D. in Computer Science, Rutgers University, 1989
Post Doctoral Fellowship at the University of Toronto, 1989-1991
1997-Current : Lecturer, Graduate program on Mathematical Finance, Mathematics Department, University of Chicago.