Jonathan E. Ingersoll
Jonathan E. Ingersoll | |
|---|---|
| Born | March 28, 1949 |
| Nationality | American |
| Academic career | |
| Field | Financial Economics |
| School or tradition | Neoclassical economics |
| Doctoral advisor | Robert C. Merton[1] |
| Contributions | Cox–Ingersoll–Ross model |
Jonathan Edwards "Jon" Ingersoll, Jr. is an American economist. He is the Adrian C. Israel Professor of International Trade and Finance at Yale School of Management. Prior to coming to Yale he was on the faculty at the Graduate School of Business at the University of Chicago.
Ingersoll's research area is finance, focusing on asset valuation—the pricing of options and futures and the term structure of interest rates. He is one of the authors of the Cox–Ingersoll–Ross model of the yield curve.
Ingersoll is a founding member of the Society for Financial Studies and has held editorial positions at several journals, including the Review of Financial Studies and the Journal of Finance. He was named Financial Engineer of the Year by the International Association of Financial Engineers[2] in 2002.
He earned his SM (1973)[3] and PhD (1976) from MIT Sloan and his SB in physics (1971) from MIT.[4]
Bibliography
[edit]- Jonathan E. Ingersoll (1987). Theory of Financial Decision Making. Rowman & Littlefield. ISBN 978-0-8476-7359-9.
References
[edit]- ^ Ingersoll, Jonathan E. (1976), A contingent-claims valuation of convertible bonds and the optimal policies for call and conversion. Ph.D. dissertation, Massachusetts Institute of Technology.
- ^ "Robert Litterman of Goldman Sachs Selected as the Recipient of the 2008 IAFE/SunGard Financial Engineer of the Year Award". Sys-Con. 6 January 2009. Archived from the original on 4 March 2016. Retrieved 1 December 2010.
- ^ Immediate download of M.S. thesis (supervised by Robert C. Merton and Myron Scholes): "An examination of relative security pricing as a method of superior portfolio formation" (PDF). Massachusetts Institute of Technology. 1973. Retrieved 2022-10-21.
- ^ "Curriculum Vitae: Jonathan E. Ingersoll, Jr" (PDF). Yale School of Management. August 2011. Archived from the original (PDF) on 2017-09-08. Retrieved 2019-06-16.
External links
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