B9337-001: Advanced Derivatives
Fall 2019 PHD Course
MW - B Term, 04:00PM to 05:30PM
Credit hours: 1.5
Location: URI 329
Instructor: Michael Johannes
Michael Johannes
Ann F. Kaplan Professor of Business
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.
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