معرفی
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 University. He is also a Professor of Finance and Economics and a member of the graduate field of Operations Research.
- Key Contributions: Co-creator of the Heath-Jarrow-Morton (HJM) model, reduced-form credit risk model, and forward price martingale measure.
- Awards: IAFE Financial Engineer of the Year (1997), Risk Magazine Lifetime Achievement Award (2009), and inductee of Fixed Income Analysts Society Hall of Fame (2004) and Risk Magazine's 50-member Hall of Fame.
His research focuses on mathematical finance, derivatives pricing, asset pricing, risk management, and market manipulation. Recent work explores asset price bubbles, filtration expansions, and interest rate swap models. His publications appear in top journals like Quarterly Journal of Finance and Risk Management.
- Selected Research Trends:
- Asset Price Bubbles (2024-2025)
- Interest Rate and Swap Modeling (2024)
- Filtration Reduction in Incomplete Markets (2023-2024)
- Derivative Pricing Theory (2024)
Jarrow serves on advisory boards for major financial journals and industry panels. He has authored seven textbooks and over 200 academic publications, shaping modern financial engineering and derivatives markets.
