Eduardo Schwartz Chilean Economist
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Eduardo Schwartz is a member of the following lists: 1940 births, University of British Columbia alumni and University of California, Los Angeles faculty.
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Details
| First Name |
Eduardo
|
| Last Name |
Schwartz
|
| Birthday |
30th November, 1939
|
| Nationality |
Chilean
|
| Occupation |
Economist
|
Eduardo Saul Schwartz (born 1940) is a professor of finance at the Anderson School of Management, University of California, Los Angeles, where he holds the California Chair in Real Estate & Land Economics. He is known for pioneering research in several areas of finance, particularly derivatives. His major contributions include: the real options method of pricing investments under uncertainty; the Longstaff–Schwartz model - a multi-factor short-rate model; the Longstaff-Schwartz method for valuing American options by Monte Carlo Simulation; the use of Finite difference methods for option pricing.
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