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Robert A. Jarrow
__NOTOC__ Robert Alan Jarrow is the Ronald P. and Susan E. Lynch Professor of Investment Management at the Cornell Johnson Graduate School of Management. Professor Jarrow is a co-creator of the Heath–Jarrow–Morton framework for pricing interest rate derivatives, a co-creator of the reduced form Jarrow–Turnbull model, Jarrow–Turnbull credit risk models employed for pricing credit derivatives, and the creator of the forward price martingale (probability theory), martingale Measure (probability), measure. These tools and models are now the standards utilized for pricing and hedging in major investment and commercial banks. derivativesstrategy.com He is on the advisory board of ''Mathematical Finance'' – a journal he co-started in 1989. He is also an associate ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Americans
Americans are the Citizenship of the United States, citizens and United States nationality law, nationals of the United States, United States of America.; ; Law of the United States, U.S. federal law does not equate nationality with Race (human categorization), race or ethnicity but rather with citizenship.* * * * * * * The U.S. has 37 American ancestries, ancestry groups with more than one million individuals. White Americans form the largest race (human classification), racial and ethnic group at 61.6% of the U.S. population, with Non-Hispanic whites, non-Hispanic Whites making up 57.8% of the population. Hispanic and Latino Americans form the second-largest group and are 18.7% of the American population. African Americans, Black Americans constitute the country's third-largest ancestry group and are 12.4% of the total U.S. population. Asian Americans are the country's fourth-largest group, composing 6% of the American population. The country's 3.7 million Native Americans i ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Martingale (probability Theory)
In probability theory, a martingale is a stochastic process in which the expected value of the next observation, given all prior observations, is equal to the most recent value. In other words, the conditional expectation of the next value, given the past, is equal to the present value. Martingales are used to model fair games, where future expected winnings are equal to the current amount regardless of past outcomes. History Originally, ''martingale (betting system), martingale'' referred to a class of betting strategy, betting strategies that was popular in 18th-century France. The simplest of these strategies was designed for a game in which the gambler wins their stake if a coin comes up heads and loses it if the coin comes up tails. The strategy had the gambler double their bet after every loss so that the first win would recover all previous losses plus win a profit equal to the original stake. As the gambler's wealth and available time jointly approach infinity, their pr ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
American Financial Economists
American(s) may refer to: * American, something of, from, or related to the United States of America, commonly known as the "United States" or "America" ** Americans, citizens and nationals of the United States of America ** American ancestry, people who self-identify their ancestry as "American" ** American English, the set of varieties of the English language native to the United States ** Native Americans in the United States, indigenous peoples of the United States * American, something of, from, or related to the Americas, also known as "America" ** Indigenous peoples of the Americas * American (word), for analysis and history of the meanings in various contexts Organizations * American Airlines, U.S.-based airline headquartered in Fort Worth, Texas * American Athletic Conference, an American college athletic conference * American Recordings (record label), a record label that was previously known as Def American * American University, in Washington, D.C. Sports teams S ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Living People
Purpose: Because living persons may suffer personal harm from inappropriate information, we should watch their articles carefully. By adding an article to this category, it marks them with a notice about sources whenever someone tries to edit them, to remind them of WP:BLP (biographies of living persons) policy that these articles must maintain a neutral point of view, maintain factual accuracy, and be properly sourced. Recent changes to these articles are listed on Special:RecentChangesLinked/Living people. Organization: This category should not be sub-categorized. Entries are generally sorted by family name In many societies, a surname, family name, or last name is the mostly hereditary portion of one's personal name that indicates one's family. It is typically combined with a given name to form the full name of a person, although several give .... Maintenance: Individuals of advanced age (over 90), for whom there has been no new documentation in the last ten ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Journal Of Financial Economics
The ''Journal of Financial Economics'' is a peer-reviewed academic journal published by Elsevier, covering the field of finance. It is considered to be one of the premier finance journals. According to the ''Journal Citation Reports'', the journal has a 2020 impact factor of 6.988. The journal was founded by Michael C. Jensen, Eugene Fama, and Robert C. Merton in 1974. Editors The following persons are or have been editors-in-chief of the journal: * Eugene Fama, 1974-1977 * Michael C. Jensen, 1974-1996 *Robert C. Merton Robert Cox Merton (born July 31, 1944) is an American economist, Nobel Memorial Prize in Economic Sciences laureate, and professor at the MIT Sloan School of Management, known for his pioneering contributions to continuous-time finance, especia ..., 1974-1977 * G. William Schwert, 1979–1986, 1989-2020 * John B. Long, 1983–1987, 1988-1996 * Clifford W. Smith, 1983-1996 * René M. Stulz, 1983-1987 * Jerold B. Warner, 1987-1996 * Richard S. Ruback, 1988-19 ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
George S
George may refer to: Names * George (given name) * George (surname) People * George (singer), American-Canadian singer George Nozuka, known by the mononym George * George Papagheorghe, also known as Jorge / GEØRGE * George, stage name of Giorgio Moroder * George, son of Andrew I of Hungary Places South Africa * George, South Africa, a city ** George Airport United States * George, Iowa, a city * George, Missouri, a ghost town * George, Washington, a city * George County, Mississippi * George Air Force Base, a former U.S. Air Force base located in California Computing * George (algebraic compiler) also known as 'Laning and Zierler system', an algebraic compiler by Laning and Zierler in 1952 * GEORGE (computer), early computer built by Argonne National Laboratory in 1957 * GEORGE (operating system), a range of operating systems (George 1–4) for the ICT 1900 range of computers in the 1960s * GEORGE (programming language), an autocode system invented by Charles Le ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
MIT Sloan School Of Management
The MIT Sloan School of Management (branded as MIT Sloan) is the business school of the Massachusetts Institute of Technology, a private university in Cambridge, Massachusetts. MIT Sloan offers bachelor's, master's, and doctoral degree programs, as well as executive education. Many influential ideas in management and finance originated at the school, including the Black–Scholes model, the random walk hypothesis, the binomial options pricing model, and the field of system dynamics. The faculty has included numerous Nobel laureates in economics and John Bates Clark Medal winners. History The MIT Sloan School of Management began in 1914 as the engineering administration curriculum ("Course 15") in the MIT Department of Economics and Statistics. The scope and depth of this educational focus grew steadily in response to advances in the theory and practice of management. A program offering a master's degree in management was established in 1925. The world's first universit ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Tuck School Of Business
The Amos Tuck School of Business Administration at Dartmouth College is the graduate business school of Dartmouth College, a private Ivy League research university in Hanover, New Hampshire. It was founded in 1900 as the first institution in the world to offer a master's degree in business administration and is the second oldest Ivy League business school. The school continues to award only the Master of Business Administration (MBA) degree, through a full-time, residential program. History Founding At the turn of the 20th century, Dartmouth College president William Jewett Tucker decided to explore the possibility of establishing a school of business to educate the growing number of Dartmouth alumni entering the commercial world. Additionally, Tucker was concerned about business leadership in a broad social sense, or, as he put it, "training commensurate with the larger meaning of business", and so began soliciting interest among Dartmouth alumni. Through a renewed frie ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Magna Cum Laude
Latin honors are a system of Latin phrases used in some colleges and universities to indicate the level of distinction with which an academic degree has been earned. The system is primarily used in the United States. It is also used in some Southeastern Asian countries with European colonial history, such as Indonesia and the Philippines, and African countries such as Zambia and South Africa, although sometimes translations of these phrases are used instead of the Latin originals. The honors distinction should not be confused with the honors degrees offered in some countries, or with honorary degrees. The system usually has three levels of honor (listed in order of increasing merit): ''cum laude'', ''magna cum laude'', and ''summa cum laude''. Generally, a college or university's regulations set out definite criteria a student must meet to obtain a given honor. For example, the student might be required to achieve a specific grade point average, submit an honors thesis for evalu ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Risk (magazine)
''Risk'' is an English financial industry trade magazine that specializes in financial risk management, regulation, and asset management. Since its establishment in 1987 by Peter Field, it has undergone ownership changes, transitioning from the Risk Waters Group to Incisive Media and now to Infopro Digital. The magazine's editorial team includes Kris Devasabai as editor-in-chief. Additionally, Risk organizes industry events and has a sister publication, Asia Risk. The magazine shifted to a digital-only format in June 2022 and is accessible through its website and app. Risk.net Risk.net is a news and analysis website covering the financial industry, with a particular focus on regulation, derivatives, risk management, asset management, and commodities. Risk.net publishes widely reported stories and analytical articles. Risk.net's financial coverage includes operational risk, accounting, Fundamental Review of the Trading Book, structured products, valuation adjustments, financial ... [...More Info...] [...Related Items...] OR: [Wikipedia] [Google] [Baidu] |
Kamakura Corporation
Kamakura Corporation is a global financial software company headquartered in Honolulu, Hawaii. It specializes in software and data for risk management for banking, insurance and investment businesses. The company was founded in 1990 by its current CEO and Chairman Dr. Donald R. van Deventer, and as of 2019 Kamakura had served more than 330 clients in 47 countries.Veteran Wachovia Banker Martin Zorn Named Chief Administrative Officer of Kamakura Corporation 26 January 2011 Cornell professor |
