小乔纳森·E·英格索尔

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小乔纳森·E·英格索尔(Jonathan E. Ingersoll)
小乔纳森·E·英格索尔(Jonathan E. Ingersoll)——CIR模型Cox–Ingersoll–Ross model)的提出者。

目录

  • 1 小乔纳森·E·英格索尔简介
  • 2 Jonathan E. Ingersoll
  • 3 Vita
  • 4 Papers

小乔纳森·E·英格索尔简介

  小乔纳森·E·英格索尔(Jonathan E. Ingersoll)耶鲁大学组织和管理学院国际贸易和金融学科(International Trade and Finance at the School of Organization and Man-age,Yale University)阿德里安·C·伊斯雷尔讲席教授(AdrianC.IsraelProfessor);曾任美国金融学会(AmericanFinanceAssocia-tion)主席、《金融经济学杂志》(JournalofFinancialEconomics)和《金融学杂志》(JournalofFinance)编委等。

Jonathan E. Ingersoll

  Jonathan Edwards "Jon" Ingersoll, Jr. is an American economist. He is currently the Adrian C. Israel Professor at Yale School of Management, having previously taught at the University of Chicago. 小乔纳森.E.英格索尔是一个美国经济学家, 目前在耶鲁大学管理学院任艾德里安·c·以色列教授一职,之前曾在芝加哥大学任教。

  Jonathan 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. 乔纳森·英格索尔研究金融领域, 专注于期权和期货资产评估,利率期限结构的研究。他是研究收益曲线的Cox-Ingersoll-Ross模型的作者之一。

  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. 英格索尔是金融研究协会的创始成员之一,曾在多家杂志担任编辑职务, 包括金融研究和金融杂志的编审。

Vita

  Achievements and Honors

  Editorships

  Books

  Recent Book Chapters

  Recent Articles

Papers

  Published Papers

  Working Papers

  Education

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