Aaron Brown teaches statistics at New York University and at the University of California at San Diego, and he writes regular columns for Bloomberg and Wilmott. In the late 1980s and early 1990s, he was a key participant in developing modern financial risk management and one of the original developers of Value-at-Risk. He also helped develop the rules that eventually became known as Basel II.
Brown holds an M.B.A. in Finance and Statistics from the University of Chicago and an S.B.in Applied Mathematics from Harvard.
