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Robert Jarrow is the Ronald P. and Susan E. Lynch Professor of Investment Management at the Cornell SC Johnson College of Business. He is a co-creator of the Heath-Jarrow-Morton (HJM) model, the reduced form credit risk model, and the forward price martingale measure.
- Robert A. Jarrow | Operations Research and Information Engineering
Professor Jarrow is the Ronald P. and Susan E. Lynch...
- Robert A. Jarrow | Operations Research and Information Engineering
Robert Alan Jarrow is the Ronald P. and Susan E. Lynch Professor of Investment Management at the Johnson Graduate School of Management, Cornell University.
Professor Jarrow is the Ronald P. and Susan E. Lynch Professor of Investment Management and Professor of Finance and Economics at the Johnson Graduate School of Management. He is a member of the graduate field of Operations Research.
Jarrow is currently engaged in research relating to the study of asset price bubbles, derivatives pricing, and risk management. He is a graduate faculty representative in four fields: management, economics, operations research and information engineering, and applied mathematics.
ROBERT A. JARROW. Samuel Curtis Johnson Graduate School of Management Cornell University Ithaca, NY 14853 e-mail: raj15@ cornell.edu.
Robert A Jarrow is the Ronald P and Susan E Lynch Professor of Investment Management at the Samuel Curtis Johnson Graduate School of Management, Cornell SC Johnson College of Business. He is among the most distinguished finance scholars of his generation.
Professor, Cornell University - Cited by 32,711 - economics - finance - mathematical finance - interest rates - credit risk
