Robert A. Jarrow American Economist
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Robert A. Jarrow is an American Economist.
Details
| First Name |
Robert
|
| Middle Name |
A.
|
| Last Name |
Jarrow
|
| Nationality |
American
|
| Occupation |
Economist
|
Robert Alan Jarrow is the Ronald P. and Susan E. Lynch Professor of Investment Management at the Johnson Graduate School of Management, Cornell University. Professor Jarrow is a co-creator of the Heath–Jarrow–Morton framework for pricing interest rate derivatives, a co-creator of the reduced form Jarrow–Turnbull credit risk models employed for pricing credit derivatives, and the creator of the forward price martingale measure. These tools and models are now the standards utilized for pricing and hedging in major investment and commercial banks.
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