Lewis, Alan

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Alan Lewis is a financial consultant who develops fundamental financial research from academia and industry into useful software and services. See here.

Dr Lewis has been active in option valuation and related financial research for over twenty years. He served as Director of Research, Chief Investment Officer, and President of the mutual fund family at Analytic Investment Management, a money management firm specializing in derivative securities.

He has published articles in many of the leading financial journals, including The Journal of Business, The Journal of Finance, The Financial Analysts Journal, and Mathematical Finance.

He received a Ph.D. in physics from the University of California at Berkeley and a B.S. from Caltech. He also serves as board Chairman for Envision Financial Systems, Inc.

Publications

Books

  • Option Valuation under Stochastic Volatility, Finance Press, 2000