Ilan Kremer’s research is in the intersection between finance and game theory as well as general equilibrium theory. He has examined the application of auction theory to financial markets as well as the role of incomplete markets in explaining known empirical patterns. Recently he is interested in applying game theory to option pricing.

Ilan Kremer is Professor of Finance at Stanford business school where he teaches the International Finance class in the MBA program as well as a Market Microstructure class in the PhD program. He got his BA and MS in Physics and Computer Science from the Hebrew University.

His research examines a wide range of topics in finance ranging from security design and auctions to option pricing. He also examined the relation between incomplete markets and relative valuations and their role in explaining portfolio selection and asset pricing.