Neoclassical economics | |
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Born | 1949 (age 62–63) |
Nationality | United States |
Field | Financial economics |
Contributions | Cox–Ingersoll–Ross model |
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.
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.
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.