Alan L. Tucker is a tenured Associate Professor of Finance at the Lubin School of Business, Pace University, New York, NY, and an Adjunct Associate Professor of Finance at the Stern School of Business, New York University, where he teaches graduate courses in derivative instruments and fixed income markets. Dr. Tucker is also a Principal of Marshall, Tucker & Associates, LLC, a New York-based financial engineering and derivatives consulting firm. Dr. Tucker was the founding editor of the Journal of Financial Engineering, published by the International Association of Financial Engineers (IAFE). He presently serves on the editorial boards of the Journal of Derivatives, the Global Finance Journal, Derivatives Risk Management Service, and Financial Decisions, and is a former associate editor of the Journal of Economics and Business. He is a former director of the Southern Finance Association and a former program co-director of the 1996 and 1997 Conferences on Computational Intelligence in Financial Engineering, co-sponsored by the IAFE and the Neural Networks Council of the IEEE.
Dr. Tucker is the author of three books on financial products and markets: Financial Futures, Options & Swaps, International Financial Markets, and Contemporary Portfolio Theory and Risk Management (all published by West Publishing, a unit of International Thompson). He has also published nearly seventy articles in academic journals and practitioner-oriented periodicals including the Journal of Financial Economics, Journal of Finance, Journal of Financial and Quantitative Analysis, Review of Economics and Statistics, Journal of Banking and Finance, Journal of Derivatives, Journal of Fixed Income, and Virginia Tax Review.
The Social Sciences Citation Index shows that his research has been cited in refereed journals on hundreds of occasions. A recent listing of the most published researchers in sixteen core finance journals for the period 1953-2002 indicates that Dr. Tucker ranks number 118.
Dr. Tucker is the inventor or co-inventor of quantity-triggered options, power currency options, LIBOR-contingent currency options, range options, contingent-payment put options, and credit gadgets.
As a consultant, Dr. Tucker has worked for the United States Treasury Department, the United States Justice Department, Morgan Stanley, LG Securities (Korea), UBS, Goldman, Sachs & Co., Deutsche Bank, Merrill Lynch, TIAA-CREF, Lazard, Citigroup, Standard & Poor's, and JP Morgan-Chase, among others.
Some of the projects he has consulted on include: The development of an index arbitrage program trading system for a major foreign bank; the diagnostic testing of the currency derivatives trading operation of a major domestic bank; litigation involving some of the largest alleged corporate tax sham cases in the nation's history; litigation involving alleged abusive earnings smoothing by a major U.S. agency; the diagnostic testing of a hedge fund trading strategy for the nation's largest pension; the development of a credit spread index for a leading rating agency; the development of a term structure model for a major investment bank; the development of a currency options index for an organized securities exchange; the development of an equity derivatives pricing engine for a leading investment bank; and the training of hundreds of newly hired analysts and associates employed by some of the world's largest banks.
Dr. Tucker has presented his research at conferences and universities throughout the United States as well as in London, Dublin, Toronto, Mexico City, Taipei, Stockholm, Beijing, Seoul and other major international cities. Research and commentary by Dr. Tucker have appeared in various media outlets including Bloomberg Radio and The Wall Street Journal. He has twice appeared on the cover page of the Korea Financial Times.
He and/or affiliated companies hold trademarks and patents on innovative die and press technologies for the high-speed metal and powered metal stamping industries. He is a co-owner of www.Riskcenter.com. He is the originator and owner of a trademark and pending patent on a new casino game.
Relevant web sites include http://webpage.pace.edu/atucker/index.html, www.stern.nyu.edu/~atucker, and www.mtaglobal.com.