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职业迁徙
个人简介
Several of his recent term structure papers have focused on the expectations hypothesis. Recent papers in the area of derivatives have focused on the valuation of American options by simulation and on the valuation of interest rate derivatives in string models of the term structure. Other recent papers provide upper bounds on the size of discounts for lack of liquidity that can be sustained in financial markets and also examine the risk/return relationship for hedge funds investing in pure arbitrage opportunities when there are margin constraints. He has published nearly 40 articles in academic and practitioner journals.
Many of his valuation models have been used widely on Wall Street and throughout the global financial markets. He has extensive experience as a consultant for many Wall Street firms, mutual funds, hedge funds, commercial banks and other financial institutions, software developers and risk management firms, as well as in litigation support. He is a frequent speaker at practitioner seminars and conferences.
Many of his valuation models have been used widely on Wall Street and throughout the global financial markets. He has extensive experience as a consultant for many Wall Street firms, mutual funds, hedge funds, commercial banks and other financial institutions, software developers and risk management firms, as well as in litigation support. He is a frequent speaker at practitioner seminars and conferences.
研究兴趣
论文共 137 篇作者统计合作学者相似作者
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引用量
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期刊级别
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合作机构
The Journal of Financeno. 1 (2023): 389-425
SSRN Electronic Journal (2023)
MONTHLY NOTICES OF THE ROYAL ASTRONOMICAL SOCIETYno. 2 (2023): 3016-3031
Journal of financial economicsno. 3 (2021): 981-1006
Social Science Research Network (2021)
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作者统计
#Papers: 135
#Citation: 22879
H-Index: 54
G-Index: 135
Sociability: 6
Diversity: 0
Activity: 0
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