Farshid Jamshidian

Jamshidian in 1984

Farshid Jamshidian is a finance researcher, academic and practitioner. His experience covers both fixed-income and equity research and trading. Dr. Jamshidian has made important contributions to the theory of derivatives pricing, and has published extensively, especially on interest rate modelling,[1][2] amongst other contributions, developing the use of the forward measure, and "Jamshidian's trick", widely applied in the pricing of bond options.

He is professor of Applied Mathematics at the University of Twente, and is at NIBC Bank. He is a member of the editorial board of The Journal of Fixed Income.[3] Previously he was managing director of NetAnalytic, a risk management products and services company he founded in 1999; managing director of New Products and Equity Derivatives at Sakura Global Capital; executive director of Technical Trading at Fuji International Finance; and head of quantitative fixed-income research at Merrill Lynch. As an academic, he was an associate editor of Finance and Stochastics and The Journal of Computational Finance and served as a faculty member in the mathematics departments at the University of Chicago and the University of California, Berkeley.[2]

He earned a Ph.D. in mathematics from Harvard University (1980)[4] and an MSc in computer science from Stanford University.[5]

References

  1. ^ "The MathFinance Newsletter #20". Archived from the original on 2012-04-26. Retrieved 2011-12-21.
  2. ^ a b "NetAnalytic Founder Joins J.P. Morgan Derivatives Spin-Off - Wall Street & Technology". Wallstreetandtech.com. Archived from the original on 12 May 2012. Retrieved 4 December 2017.
  3. ^ [1] [dead link‍]
  4. ^ Farshid Jamshidian at the Mathematics Genealogy Project
  5. ^ "Masters Alumni | Stanford Computer Science". Archived from the original on 2011-12-05. Retrieved 2011-12-21.


Stub icon

This article about an economist is a stub. You can help Wikipedia by expanding it.

Read other articles:

Amany Burhanuddin Umar Lubis

Ini adalah nama Batak Mandailing, marganya adalah Lubis. Amany Burhanuddin Umar Lubis Rektor UIN Syarif Hidayatullah Jakarta ke-13Masa jabatan7 Januari 2019 – 1 Maret 2023 PendahuluProf. Dr. Dede Rosyada, M.A.PenggantiProf. Asep Saepudin Jahar, M.A., Ph.D. Informasi pribadiLahir22 Desember 1963 (umur 60) Kairo, MesirKebangsaanIndonesiaHubunganTorik (adik)Alma materUniversitas Al-AzharUniversitas Islam Negeri Syarif Hidayatullah JakartaProfesiDosenSitus webhttp://staff.uinj...

 

 

Daftar negara di Eropa

Berikut adalah daftar negara di Eropa dengan nama aslinya dan ibu kotanya. Alb. And. Austria Armenia Azer. Belarus Belgia BiH Bulgaria Kroasia Siprus Ceko Denmark Estonia Finlandia Prancis Jerman Georgia Yunani Greenland (Dk) Hungaria Islandia Irlandia Italia S. Mar. Kazakhstan Kos. Latvia Liech. Lituania Luks. Mak. Malta Moldova Mon. Mont. Bel. Norwegia Svalbard (Nor) Polandia Portugal Rumania Rusia Serbia Slowakia Slo. Spanyol Swedia Switz- erland Turki Ukraina BritaniaRaya Far. (Dk) Vat. L...

 

 

Magalang

Magalang Munisipalitas di Filipina Magálang (pam) Tempat categoria:Articles mancats de coordenades Negara berdaulatFilipinaRegion di FilipinaLuzon TengahProvinsi di FilipinaPampanga NegaraFilipina PendudukTotal124.188  (2020 )Tempat tinggal28.072  (2020 )Bahasa resmiKapampangan dan Tagalog GeografiLuas wilayah97,32 km² [convert: unit tak dikenal]Ketinggian48 m Berbatasan denganConcepcion Mexico Angeles Informasi tambahanKode pos2011 Kode telepon45 Data sensus penduduk di Maga...

Ipik Gandamana

Ipik Gandamanaᮄᮕᮤᮊ᮪ ᮌᮔ᮪ᮓᮙᮔPotret sebagai Menteri Dalam Negeri, 1959 Menteri Dalam Negeri Indonesia ke-14Masa jabatan10 Juli 1959 – 27 Agustus 1964PresidenSoekarnoPerdana MenteriSoekarno PendahuluSanusi HardjadinataPenggantiSoemarno SosroatmodjoGubernur Jawa Barat ke-6Masa jabatan1 Juli 1956 – 1 Februari 1960Menjabat bersama Oja Somantri PendahuluSanusi HardjadinataPenggantiMashudiWakil Gubernur Jawa Barat ke-2Masa jabatan1947–1...

 

 

Attorney General of New Hampshire

Attorney General of New HampshireIncumbentJohn Formellasince April 22, 2021New Hampshire Department of JusticeTypeAttorney GeneralAppointerGovernor of New Hampshirewith approval of the Governor's CouncilTerm length4 yearsConstituting instrumentPart II, Article 46 of the Constitution of New HampshireFormation1892First holderEdwin G. EastmanSalary$141,390 (2022)Websitedoj.nh.gov Attorney general for the U.S. state of New Hampshire The Attorney General of New Hampshire is a constitutional o...

 

 

ロバート・デ・ニーロ

ロバート・デ・ニーロRobert De Niro 2011年のデ・ニーロ生年月日 (1943-08-17) 1943年8月17日（80歳）出生地 アメリカ合衆国・ニューヨーク州ニューヨーク市身長 177 cm職業 俳優、映画監督、映画プロデューサージャンル 映画、テレビドラマ活動期間 1963年 -配偶者 ダイアン・アボット（1976年 - 1988年）グレイス・ハイタワー（1997年 - ）主な作品 『ミーン・ストリート』（1973年）...

Misterbianco

Misterbianco Entidad subnacional MisterbiancoLocalización de Misterbianco en Italia Coordenadas 37°31′06″N 15°00′25″E / 37.518333333333, 15.006944444444Capital MisterbiancoIdioma oficial ItalianoEntidad Comuna de Italia • País Italia • Región Sicilia • Provincia CataniaDirigentes   • Alcalde Ninnella CARUSOFracciones Belsito, Lineri, Montepalma, Piano Tavola, Poggio Lupo, Serra SuperioreMunicipios limítrofes Camporotondo Etneo, Ca...

 

 

Mahōka Kōkō no Rettōsei

The Irregular at Magic High SchoolPoster promosi menampilkan karakter utama Tatsuya Shiba dan Miyuki Shiba魔法科高校の劣等生(Mahouka Koukou no Rettousei)GenreSejarah alternatif, Fantasi sains Seri novelPengarangTsutomu SatōPenerbitShōsetsuka ni NarōTerbit12 Oktober – 21 Maret 2011Volume6 Novel ringanPengarangTsutomu SatōIlustratorKana IshidaPenerbitASCII Media WorksPenerbit bahasa InggrisNA Yen PressImprintDengeki BunkoDemografiLaki-lakiTerbit10 Juli 2011 – 10 September 2020V...

 

 

Trentepohliales

Order of algae Trentepohliales Trentepohlia aurea Scientific classification (unranked): Viridiplantae Division: Chlorophyta Class: Ulvophyceae Order: TrentepohlialesChadefaud ex R.H.Thompson & D.E.Wujek Families Trentepohliaceae Trentepohliales is an exclusively terrestrial order of Ulvophyceaen green algae.[1][2] The order is characterized by traits like net-like chloroplasts without pyrenoids, cell walls with plasmodesmata and cytokinesis by production of a phragmoplast....

Lembit Öpik

British politician Lembit ÖpikÖpik in 2006Liberal Democrat Spokesman for HousingIn office20 December 2007 – 24 September 2008LeaderNick CleggPreceded byPaul HolmesSucceeded bySarah TeatherLiberal Democrat Spokesman for Business, Enterprise and Regulatory ReformIn office4 July 2007 – 20 December 2007LeaderMenzies CampbellPreceded bySusan KramerSucceeded bySarah TeatherLiberal Democrat Spokesman for Wales and Northern IrelandIn office26 January 2004 – 4 July 2...

 

 

حمى برعمية

حمى برعمية بقع على ساق مريض مصاب بالحمى البرعميةبقع على ساق مريض مصاب بالحمى البرعمية معلومات عامة الاختصاص أمراض معدية  من أنواع حمى مبقعة  الأسباب الأسباب ريكتسيا كونورية[1]  المظهر السريري الأعراض حمى،  وتسمم  [لغات أخرى]‏،  وتأثير أولي  [لغ...

 

 

Angela Sarafyan

Armenian-American actress Angela SarafyanSarafyan at the 2017 San Diego Comic-ConBornYerevan, Armenian SSR, Soviet UnionOther namesAngela SarafianOccupationActressYears active2000–present Angela Sarafyan (Armenian: Անժելա Սարաֆյան), sometimes credited as Angela Sarafian, is an Armenian-American actress. She has appeared as a guest star in several television series and has acted in the feature films: Kabluey (2007), On the Doll (2007), A Beautiful Life (2008), The Inf...

Chamber of Deputies of Chile

Lower house of the National Congress of Chile This article needs additional citations for verification. Please help improve this article by adding citations to reliable sources. Unsourced material may be challenged and removed.Find sources: Chamber of Deputies of Chile – news · newspapers · books · scholar · JSTOR (November 2017) (Learn how and when to remove this message) Chamber of Deputies Cámara de Diputados56th National CongressTypeTypeLower Hous...

 

 

Grooved ware

Type of prehistoric pottery A shard from the rim of a large grooved Cornish urn Grooved ware is the name given to a pottery style of the British Neolithic. Its manufacturers are sometimes known as the Grooved ware people. Unlike the later Beaker ware, Grooved culture was not an import from the continent but seems to have developed in Orkney, early in the 3rd millennium BC, and was soon adopted in Britain and Ireland.[1] The diagnostic shape for the style is a flat-bottomed pot with st...

 

 

Charanga Habanera

This article relies largely or entirely on a single source. Relevant discussion may be found on the talk page. Please help improve this article by introducing citations to additional sources.Find sources: Charanga Habanera – news · newspapers · books · scholar · JSTOR (December 2018) La Charanga Habanera is a timba ensemble from Havana directed by David Calzado. The band has been nominated for awards including the Latin Grammy in 2003 for the album Liv...

أوتشي ليه هيسدين

أوتشي ليه هيسدين    شعار الاسم الرسمي (بالفرنسية: Auchy-lès-Hesdin)‏[1](بالفرنسية: Auchy-sur-Ternoise)‏[1]    الإحداثيات 50°23′51″N 2°06′08″E / 50.3975°N 2.1022222222222°E / 50.3975; 2.1022222222222 [2]  [3] تقسيم إداري  البلد فرنسا[4]  التقسيم الأعلى باد كاليه  خصائص ج�...

 

 

ATP German Open 1984 - Singolare

ATP German Open 1984SingolareSport Tennis Vincitore Juan Aguilera Finalista Henrik Sundström Punteggio6-4, 2-6, 2-6, 6-4, 6-4 Tornei Singolare Singolare   Doppio Doppio 1983 1985 Voce principale: ATP German Open 1984. Il singolare del torneo di tennis ATP German Open 1984, facente parte della categoria Grand Prix, ha avuto come vincitore Juan Aguilera che ha battuto in finale Henrik Sundström 6-4, 2-6, 2-6, 6-4, 6-4. Indice 1 Teste di serie 2 Tabellone 2.1 Legenda 2.2 Finali 2.3 Parte ...

 

 

Nuraghe

Disambiguazione – Nuraghes rimanda qui. Se stai cercando il traghetto, vedi Nuraghes (traghetto). Nuraghe Nieddu di Codrongianos Ricostruzione di un nuraghe polilobato «Mentre tutte le maggiori nazioni fanno a gara in promuovere lo studio non solo de’ monumenti patrii, ma degli stranieri, ben dee gradire l’Italia che sia fisso lo sguardo nella sua Sardegna coronata qual è di torri sfidatrici de’ secoli» (Alberto Maria Centurione, Studi recenti sopra i nuraghi e loro import...

第53回日本レコード大賞

第53回 輝く!日本レコード大賞THE JAPAN RECORD AWARD 新国立劇場・中劇場（写真は外観）ジャンル 音楽番組 / 特別番組監督 植木修一（舞台監督）演出 木田将也（総合演出）木田国士（ライブ演出）出演者 堺正章、藤原紀香（総合司会）各賞ノミネート者 ほか製作プロデューサー 落合芳行、服部英司、篠塚純制作 TBS 放送音声形式ステレオ放送放送国・地域 日本放送期間2011...

 

 

Eiterfeld

Place in Hesse, Germany Municipality in Hesse, GermanyEiterfeld Municipality Coat of armsLocation of Eiterfeld within Fulda district Eiterfeld Show map of GermanyEiterfeld Show map of HesseCoordinates: 50°46′N 09°48′E / 50.767°N 9.800°E / 50.767; 9.800CountryGermanyStateHesseAdmin. regionKassel DistrictFulda Subdivisions17 districtsGovernment • Mayor (2018–24) Hermann-Josef Scheich[1] (Ind.)Area • Total89.83 km2 (34.68...