Professor Robert Jarrow
Degree: Ph.D. in Finance from MIT
Organization: The Johnson Graduate School of Management, Cornell University
Position: Ronald P. & Susan E. Lynch Professor of Investment Management and Professor of Finance and Economics
Professor Jarrow's teaching and research interests involve the study of mathematical finance. He is interested in derivatives, risk management, investments, and asset pricing theory. 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.
Jarrow is on the advisory board of the Frontiers of Mathematical Finance. He is also on the advisory board and an associate editor for numerous other finance journals. His research has won many awards, including the Graham and Dodd Scrolls Award 2001, the CBOE Pomerance Prize in 1982, and the Ross Best Paper Award in 2008. In 1997, he was named IAFE Financial Engineer of the Year in recognition of his research accomplishments. He is currently an IAFE senior fellow. He is in the Fixed Income Analysts Society Hall of Fame, Risk Magazine's 50 member Hall of Fame, and listed in the Who's Who of Economics. He received Risk Magazine's Lifetime Achievement Award in 2009. He also serves on various corporate board of directors and advisory boards.
He has written seven textbooks, including the first on the Black Scholes Merton (BSM) and Heath Jarrow Morton (HJM) models and has over 225 academic journal publications.