The recipient of the Lady Davis Fellowship and grants from Ford Foundation and the Italian National Research Council, he taught at Hebrew University, the University of California, Berkeley, Tel Aviv University and the University of Bergamo.
Professor Brenner (with Prof. Dan Galai) invented the volatility index “SIGMA,” the predecessor of VIX. Professor Brenner served as a consultant to leading Stock Exchanges, Banks, and other financial institutions such as the American Stock Exchange, Athens Derivatives Exchange, SOFFEX, Bombay Stock Exchange, Tel-Aviv Stock exchange, Bank of Israel, Israel Securities Authority, Quick Corp and Others. He also served as a consultant to major law firms on a variety of issues involving the securities markets, in particular derivatives securities and especially executive stock options. He was an organizer and speaker at the annual and International American Stock Exchange Options Colloquium.
He was also a floor trader in futures and options on the New York Futures Exchange and the NYSE. He has taught in many executive programs for major financial institutions (e.g., JP Morgan, Deutsche Bank, Smith Barney, Yamaichi Securities, Garantia, Swiss Bank Corp., ICICI, Credit Suisse).
Prof. Brenner was a member of the board of directors of the Tel-Aviv Stock Exchange and the chairman of the New Products committee and the Index Maintenance committee. He was a member of the advisory panel on Emerging Markets Investable Indices at the International Finance Corporation.
