Farshid Jamshidian
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Farshid Jamshidian is a finance researcher, academic and practitioner. His experience covers both
fixed-income and equity research and trading. Dr. Jamshidian has made important contributions to the theory of derivatives pricing, and has published extensively, especially on interest rate modelling,[1][2] amongst other contributions, developing the use of the forward measure, and "Jamshidian's trick", widely applied in the pricing of bond options
.
He is professor of
Journal of Computational Finance and served as a faculty member in the mathematics departments at the University of Chicago and the University of California, Berkeley.[2]
He earned a
References
- ^ "The MathFinance Newsletter #20". Archived from the original on 2012-04-26. Retrieved 2011-12-21.
- ^ a b "NetAnalytic Founder Joins J.P. Morgan Derivatives Spin-Off - Wall Street & Technology". Wallstreetandtech.com. Archived from the original on 12 May 2012. Retrieved 4 December 2017.
- ^ [1] [dead link]
- ^ Farshid Jamshidian at the Mathematics Genealogy Project
- ^ "Masters Alumni | Stanford Computer Science". Archived from the original on 2011-12-05. Retrieved 2011-12-21.
External links
- Prof. Dr. Farshid Jamshidian, utwente.nl
- SSRN Author Page
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