Jonathan E. Ingersoll

This article is about the economist. For the Connecticut politician, see Jonathan Ingersoll.
Jonathan E. Ingersoll
Born 1949 (age 65–66)
Nationality United States
Field Financial Economics
School or tradition
 Neoclassical economics
Contributions Cox–Ingersoll–Ross model

Jonathan Edwards "Jon" Ingersoll, Jr. is an American economist. He is the Adrian C. Israel Professor of International Trade and Finance at Yale School of Management. Prior to coming to Yale he was on the faculty at the Graduate School of Business at the University of Chicago.

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. He was named Financial Engineer of the Year by the International Association of Financial Engineers[1] in 2002.

References

  1. ↑ "Robert Litterman of Goldman Sachs Selected as the Recipient of the 2008 IAFE/SunGard Financial Engineer of the Year Award". Sys-Con. 6 January 2009. Retrieved 1 December 2010.

External links