Jon Ingersoll
Jonathan Edwards "Jon" Ingersoll (* 1949 ) is an American economist and financial mathematician .
Career, research and teaching
Ingersoll studied at the Boston Massachusetts Institute of Technology . After he had achieved his Bachelor of Science in 1971 and his Master of Science in 1973 , his Ph.D. - Studies at the university. He finished this in 1976. Ingersoll first went to the University of Chicago , later he followed a call from Yale University . In 1981 he received a research grant from the Alfred P. Sloan Foundation ( Sloan Research Fellowship ).
Ingersoll made a name for himself in public finance , particularly in the 1980s , when he published various articles on multi-period asset valuation. He mainly focused on the pricing of options and futures as well as the description of the underlying yield curve . In particular, the Cox-Ingersoll-Ross model developed in collaboration with John Carrington Cox and Stephen Ross , in which a root diffusion process was used to describe the development of short-term interest rates, became a standard model on the market.
Web links
- Jonathan E. Ingersoll at Yale University
- Literature by and about Jon Ingersoll in the catalog of the German National Library
Individual evidence
- ^ Past Fellows. Alfred P. Sloan Foundation, accessed July 12, 2019 .
| personal data | |
|---|---|
| SURNAME | Ingersoll, Jon |
| ALTERNATIVE NAMES | Ingersoll, Jonathan Edwards (full name) |
| BRIEF DESCRIPTION | American economist and university professor |
| DATE OF BIRTH | 1949 |