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Economics / Fixed income analysis / Interest rates / Options / Stochastic processes / Black–Scholes / Ho–Lee model / Risk-neutral measure / Short-rate model / Financial economics / Mathematical finance / Finance


quant corner The Mathematical Modeler
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Document Date: 2009-11-03 21:30:16

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City

Coventry / New York / Seoul / /

Company

The 90 / Ho / Global Advanced Technology Corp. / Oxford University Press / Bloomberg / Barra Inc. / Thomas Ho Co. / /

Country

United States / United Kingdom / /

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Event

M&A / /

Facility

New York University / University of Warwick / University of Pennsylvania / /

IndustryTerm

studied finance / financial software / mathematical tools / insurance premium / finance / equity-option-pricing technology / finance department / /

MusicGroup

University / /

Organization

New York University / University’s Stern School of Business / Wharton School / American Finance Association / the University of Pennsylvania in Philadelphia / University of Warwick / Oxford University / /

Person

PETER CARR / Ho / Irwin Friend / Robert Merton / Myron Scholes / John Cox / Sang Bin Lee / Eugenio Calabi / Bernhard Riemann / Ingersoll Ross / Stephen Ross / /

Position

president / full professor / prolific author / mathematician / arbitragefree model / professor of finance / young professor of finance / model / professor / Major / chair / assistant / then chair of Wharton’s finance department / /

ProvinceOrState

Pennsylvania / Florida / California / /

PublishedMedium

the Journal of Finance / /

Technology

equity-option-pricing technology / fluid dynamics / Black-Scholes technology / /

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