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Neil A Chriss

from New York, NY
Age ~56
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Also known as:
Neil Chris
Phone and address:
235 W 71St St APT 4, New York, NY 10023
(646) 708-1406
Related to:
Margaret Chrissi Chriss, 67Chris Jackson TaylorCharles ChrissIrene ChrissBrietta Williams, 30Katrina White, 41
Connected to:
Bertha Chriss, 86Catlin S Chriss, 35Channing Chriss, 33Danielle C Chrissakis, 47Gene H Chriss, 68Jeremy A Chriss, 40Melissa L Chriss, 50Scott R Chriss, 54Alvin K Chrisse, 75Barrett A Chrissis, 58

Neil Chriss Phones & Addresses

  • 235 W 71St St APT 4, New York, NY 10023 (646) 708-1406
  • 240 Riverside Blvd, New York, NY 10069 (212) 406-2132
  • 450 End Ave, New York, NY 10282 (212) 406-2132
  • 1930 Broadway, New York, NY 10023
  • Palisades, NY
  • Newton, MA
  • Philadelphia, PA
  • Brooklyn, NY

Resumes

Resumes

Neil Chriss Photo 1

Member Board Of Trustees

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Location:
New York, NY
Industry:
Financial Services
Work:
Hutchin Hill Capital since Oct 2007
Managing Principal
SAC Capital Jan 2003 - Jan 2007
Managing Director
ICor Brokerage 2000 - 2003
President
Goldman Sachs Asset Management 1998 - 2000
Vice President
Morgan Stanley 1996 - 1998
Associate
Education:
University of Chicago 1990 - 1993
PhD, Mathematics California Institute of Technology 1989 - 1990
MS, Mathematics University of Chicago 1985 - 1989
BS, Mathematics
Skills:
Equities
Asset Management
Derivatives
Capital Markets
Alternative Investments
Electronic Trading
Neil Chriss Photo 2

Neil Chriss

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Business Records

Name / Title
Company / Classification
Phones & Addresses
Neil Chriss
General Partner
Hutchin Hill Capital
Financial Services · Open-End Management Investment
142 W 57, 15, New York, NY 10019
142 W 57 St, New York, NY 10019
(212) 757-4490, (212) 784-5947
Neil Chriss
President, Chief Operating Officer
ICOR Brokerage
Information Technology and Services · Electronic Brokering
3 Times Sq, New York, NY 10036
(212) 398-7437

Publications

Us Patents

Method And System Of Managing Mutual Early Termination Terms For The Electronic Trading Of Financial Instruments

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US Patent:
7266521, Sep 4, 2007
Filed:
Oct 19, 2000
Appl. No.:
09/692029
Inventors:
Michiya Handa - New York NY, US
Michael J. Tari - New York NY, US
Darius Gagne - New York NY, US
Neil Chriss - New York NY, US
Jeffery Larsen - Greenwich CT, US
Assignee:
ICOR Brokerage, Inc. - New York NY
International Classification:
G06Q 40/00
US Classification:
705 37, 705 35, 705 36, 705 38
Abstract:
A method and system for tracking and enforcing mutual put, i. e. early termination, requirements for contracts between a first financial institution and a second financial institution for underlying financial instruments is disclosed. The mutual puts comprise an option to unwind the underlying financial instrument at a future time. One embodiment of the system includes storing a plurality of sets of mutual put requirements for a plurality of trading parties, each set of mutual put requirements established by a first party for trades with a counterparty; receiving a trade indication identifying a pair of trading parties; retrieving the mutual put requirements for each of the counterparties; and calculating a set of mutual put parameters for the trade based on the stored bilateral mutual put requirements. The system may further verify that the trade entered into between the parties meets the calculated set of mutual put parameters.

Method And System For Portfolio Optimization From Ordering Information

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US Patent:
7630930, Dec 8, 2009
Filed:
Feb 24, 2005
Appl. No.:
11/065527
Inventors:
Robert Frederick Almgren - New York NY, US
Neil Andrew Chriss - New York NY, US
International Classification:
G06Q 40/00
US Classification:
705 36R
Abstract:
A method of optimizing a portfolio includes selecting an investment universe with a finite number of assets, forming a belief matrix based on one or more homogeneous inequality relationships among the expected returns of assets in the universe, selecting those asset returns that are consistent with the belief matrix to form a consistent set of return vectors, selecting a set of allowable weight vectors for the assets in the universe, determining a centroid vector of the consistent set of return vectors with respect to a probability measure, and finding an optimal portfolio by finding a weight vector on a boundary of the set of allowable weight vectors that maximizes an inner product with the centroid vector.

Method And System For Managing Requests For Proposals For Electronic Trading Of Financial Instruments

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US Patent:
7840474, Nov 23, 2010
Filed:
Dec 11, 2001
Appl. No.:
10/014864
Inventors:
Michael J. Tari - New York NY, US
Angelo M. Toglia - Cos Cob CT, US
Christopher J. Dias - Bloomfield NJ, US
Darius Gagne - New York NY, US
Michiya Handa - New York NY, US
Neil A. Chriss - New York NY, US
Jeffrey R. Larsen - Greenwich CT, US
Assignee:
ICor Brokerage, Inc. - New York NY
International Classification:
G06Q 40/00
US Classification:
705 37, 705 35
Abstract:
A method and system for electronically trading financial instruments is disclosed. In one embodiment of the disclosed invention, traders generate requests for proposals (“RFPs”) on financial instruments. The RFPs are broadcast to traders whose tradeable structures include the RFP structure. During a response phase, traders may respond to the RFP. These responses are preferably broadcast to all traders who have responded, as well as the requestor. Preferably, only the requestor may trade on the responses during the response phase. Once the response phase expires, the system preferably enters an action phase during which all responders to the RFP and the requestor may trade on the responses. Once the action phase expires, the responses are migrated to the general market.

Method And System Of Managing Credit For The Electronic Trading Of Financial Instruments

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US Patent:
7110972, Sep 19, 2006
Filed:
Sep 19, 2000
Appl. No.:
09/665305
Inventors:
Michiya Handa - New York NY, US
Michael J. Tari - New York NY, US
Darius Gagne - New York NY, US
Neil Chriss - New York NY, US
Jeffery Larsen - Greenwich CT, US
Assignee:
ICOR Brokerage, Inc. - New York NY
International Classification:
G06Q 40/00
US Classification:
705 37, 705 35
Abstract:
A method for tracking credit limits between a first financial institution and a second financial institution is disclosed. Each financial instrument may have one or more tenors. An initial credit limit is assigned to a credited financial institution for each tenor of each financial instrument to be traded. A relationship is assigned to each credit limits on a first plurality of tenors wherein credit extended on one of said tenors reduces the available credit on said other tenors, said credit being reduced in proportion to said preassigned proportions. When the system receives a signal associated with trades between counterparties, the system updates the credit limits between the counterparties in accordance with preassigned proportions.

Isbn (Books And Publications)

Representation Theory and Complex Geometry

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Author

Neil A. Chriss

ISBN #

0817637923

Black-Scholes and Beyond: Option Pricing Modfels

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Author

Neil A. Chriss

ISBN #

0786310251

The Black-Scholes and Beyond and the Black-Scholes and Beyond Interactive Toolkit: A Step-By-Step Guide to In-Depth Option Pricing Models

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Author

Neil A. Chriss

ISBN #

0786311401

Wikipedia

Neil Chriss

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Neil A. Chriss is a mathematician, academic, hedge fund manager, philanthropist and a founding board member of the charity organization "Math for America" ...

Wikipedia References

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Neil Chriss

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Neil A Chriss from New York, NY, age ~56 Get Report