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Nancy Dumencic Hammond
PhD Economics University of Chicago: Macroeconomics, financial economics, monetary policy, international economics
My interests are finance, risk mitigation for financial stability, monetary policy, and money markets. I price financial securities through financial mathematics, econometric analysis and machine learning. I generate policy-relevant insights through quantitative and statistical analysis of financial data.. My recent research includes estimates of bond risk premia and analyzing central bank policies' effects on money market rates. Skilled in time series, volatility analysis, and machine learning with a solid foundation in R, Matlab, Python, and C++,.
Additional course work:
Asset pricing, empirical finance, stochastic calculus University of Chicago Booth
Asset pricing, Part 2, John Cochrane, University of Chicago Booth 2015
https://www.coursera.org/account/accomplishments/certificate/ZURA84VUTR
Chicago Mercantile Exchange (CME) Fundamentals and Interest Rate (STIR) Futures and Options
Stevanovich Center for Financial Mathematics University of Chicago
2018 SoFiE Summer School Certificate Machine Learning and Finance
Research: Monetary and fiscal policy
Macroeconomic, finance and yield curve factor estimates of the term structure of US Treasury bond risk premia
US Treasury debt policy as fiscal insurance and managed inflation
Improved Child Mortality and the Decline in Fertility in Britain: 1841-2005
Risk management
Stress testing and scenario analysis
Operational risk and credit risk models
Teaching:
DePaul Driehaus School of Business
Lecturer in finance 2019 to present corporate finance
Economics, Northwestern University
Lecturer, International Finance, Money and Banking, Economic Growth 2000-2004
Lecturer, Continuing Studies: Microeconomics, Macroeconomics 2000-2004
Booth School of Business
Research Associate, International Finance 2002-2004
Economics, University of Chicago
Lecturer, Microeconomics 1991-2
Teaching Assistant, Econometrics 1990
References
Robert Lucas (Chair)
Casey Mulligan
James Glazier
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