Emma Rasiel

Dr. Rasiel completed her PhD in finance at The Fuqua School of Business, Duke University, in 2003. She also received an MBA from the Wharton School of the University of Pennsylvania in 1990, and bachelor's and master's degrees in mathematics from Oxford University. Before beginning her PhD program at Fuqua, Dr Rasiel was an Executive Director in the London office of Goldman Sachs, a leading investment bank, where she traded bond options.

Dr. Rasiel is the Director of the Financial Education Partnership (FEP), in conjunction with Duke's Career Center and several corporate sponsors. FEP Summary: May 2009. A video of the FEP's "Finance Game Show" can be viewed on YouTube at Finance Game Show. She is also the Academic Director for the Duke in New York: Financial Markets and Institutions program.

Recent Research
A Life-Cycle Cost of Capital Model for Biopharmaceutical R&D (2005) Grabowski and Rasiel.
Hedging with a Smile: A Behavioral Explanation for the Volatility Put Skew (2003) Rasiel.

Office Information

Office:
Phone:
Email:

Fall 09 Office hrs:

329H Social Sciences
(919) 660-1837
emma.rasiel@duke.edu

Mon: 1:30 - 3:30
Thurs: 1:30 - 3:30

 

Selected Publications
The Performance of Alternative Valuation Models in the OTC Currency Options Market (2003) Bollen and Rasiel, Journal of International Money and Finance.

Can Prospect Theory Explain Risk-Seeking Behavior by Terminally Ill Patients? (2005) Rasiel, Weinfurt & Schulman, Medical Decision Making.

A Portfolio Model of Drug Development for Tuberculosis (2006) Glickman, Rasiel, Dukes Hamilton, Kubataev, & Schulman, Science.

Prime & Subprime Mortgage Foreclosure Analysis (2007) Temple & Rasiel, Lazard Investment Research

Index Volatility Futures in Asset Allocation: A Hedging Framework (2008) Jacob & Rasiel, Lazard Investment Research

The Crumbling Foundation of US House Prices (2008) Temple & Rasiel, Lazard Investment Research

The Crumbling Foundation of US House Prices: May 2009 Update (2009) Temple & Rasiel, Lazard Investment Research

Course Descriptions
Econ 166 - Global Capital Markets Fall 2009
Econ 168 - Asset Pricing Fall 2009

 

Links
Family Page
Horse Page
Kettlebells Fitness

 

 

 

 

 

 

 


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