Michael Johannes
Ann F. Kaplan Professor of Business; Chair of Finance Division
Finance
BS, Marquette, 1995; MA, University of Chicago, 2000; PhD, 2000
Joined CBS in 2000
Office:
734
Kravis
Phone:
212-854-0110
E-mail:
[email protected]
Fax:
212-316-9180
Curriculum Vitae
Biography
Professor Johannes’s research analyzes the empirical content of fixed-income and derivative securities pricing models. He is particularly interested in developing econometric methods to investigate models with jumps and stochastic volatility. Johannes teaches the elective Capital Markets and Investments.