Robert A Jarrow

Robert Jarrow is the Ronald P. and Susan E. Lynch Professor of Investment Management at the Johnson Graduate School of Management, Cornell University. He is also a managing director and the director of research at Kamakura Corporation. He was the 1997 IAFE/SunGard Financial Engineer of the year. He is a graduate of Duke University, Dartmouth College and the Massachusetts Institute of Technology, and an IAFE Senior Fellow. Professor Jarrow is renowned for his pioneering work on the Heath-Jarrow-Morton model for pricing interest rate derivatives and on the Jarrow-Turnbull model for pricing credit risk. His current research interests include the pricing of exotic interest rate options and credit derivatives as well as investment management theory. His publications include four books--Options Pricing, Finance Theory, Modeling Fixed-Income Securities and Interest Rate Options (second edition), and Derivative Securities (second edition)--as well as more than eighty Read More chevron_right