Jun Pan - Faculty | MIT Sloan School of Management

Faculty & Research

Jun Pan

  • School of Management Distinguished Professor of Finance
  • Professor, Finance

Jun Pan is the School of Management Distinguished Professor of Finance and a Professor of Finance at the MIT Sloan School of Management.

Pan researches derivatives markets, credit risk modeling, risk management, and the term structure of interest rates. She studies the impact of rare events on financial markets, as well as their implications for asset allocation. Her work also explores the informational transmission across the stock and options markets. Recently, Pan’s work has been focused on the credit market, including credit derivatives and the corporate bond market.

Pan holds a BS in physics from Shanghai Jiao Tong University, an MS in physics from Western Illinois University, a PhD in physics from New York University, and a PhD in finance from Stanford University.