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).
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
“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 .
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
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.