B9337-001: Advanced Derivatives
Fall 2021 PHD Course
MW - B Term, 10:20AM to 11:50AM
Credit hours: 1.5
Location: WJW 416
Method of Instruction: In Person
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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