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Deepak Agrawal
Lecturer
Education
BE, Electronics and Communication Engineering, University of Jodhpur, India PhD, Finance, New York University
Positions Held
At Haas since 2010 2010 - present, Lecturer, Haas School of Business 2007 - present, Director, Quantitative Research, DCI, San Francisco 2002 - 2007, Moody’s KMV, San Francisco
Current Research and Interests
Credit risk Fixed income Risk management
Selected Papers and Publications
"Explaining the Rate Spread on Corporate Bonds," with Edwin Elton, Martin Gruber, and Christopher Mann. Journal of Finance (2001). "Factors Affecting the Valuation of Corporate Bonds," with Edwin Elton, Martin Gruber, and Christopher Mann. Journal of Banking and Finance (2004). "Humpbacks in Credit Spreads," with Jeffrey Bohn. Journal of Investment Management(2008). "Implied Correlations: Smiles or Smirks," with Senay Agca and Saiyid Islam. Journal of Derivatives (2008).
Teaching
Credit Risk Modeling
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