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Oleg Bondarenko

Head and shoulders photo of Oleg Bondarenko
  • Professor of Finance

Office: 2416 UH
Phone: (312) 996-2362
 

Education

  • Ph.D. Social Sciences, 1998, California Institute of Technology
  • MS Banking and Finance, 1993, International University in Moscow
  • MS Applied Mathematics and Computational Methods, 1991;
  • BS Applied Mathematics, 1989 Moscow Institute of Physics and Technology

Experience

  • Associate Professor with tenure, CBA, University of Illinois at Chicago, 2004-present
  • Visiting Scholar, Kellogg School of Management, Northwestern University 2006-2007 Visiting Associate Professor, Olin School of Business, Washington University in St. Louis, 2004-2005
  • Assistant Professor, CBA, University of Illinois at Chicago, 1997-2004

Classes Taught

  • Investments

Research & Publications

Publications
  • “VPIN and Flash Crash,” with T. Andersen, 2012, Journal of Financial Markets
  • “A General Framework for the Derivation of Asset Price Bounds: An Application to Stochastic Volatility Option Model,” with I. Longarela, 2009, Review of Derivatives Research, Vol. 12, p. 81-107

Awards & Affiliations

  • REAP Fellowship, Caltech; 1993-1995
  • Diploma with Honors, Moscow Institute of Physics and Technology, 1991
  • Silver Medal, The 26th International Mathematical Olympiad, Helsinki, Finland; 1985
  • First prize, USSR Mathematical Olympiad; 1984 and 1985