Jonathan E. Ingersoll
Encyclopedia
Jonathan Edwards "Jon" Ingersoll, Jr. is an American
economist
. He is currently the Adrian C. Israel Professor at Yale School of Management
, having previously taught at the University of Chicago
.
Jonathan Ingersoll's research area is finance
, focusing on asset valuation—the pricing of options
and futures
and the term structure of interest rates. He is one of the authors of the Cox–Ingersoll–Ross model of the yield curve
.
Ingersoll is a founding member of the Society for Financial Studies and has held editorial positions at several journals, including the Review of Financial Studies
and the Journal of Finance
.
United States
The United States of America is a federal constitutional republic comprising fifty states and a federal district...
economist
Economist
An economist is a professional in the social science discipline of economics. The individual may also study, develop, and apply theories and concepts from economics and write about economic policy...
. He is currently the Adrian C. Israel Professor at Yale School of Management
Yale School of Management
The Yale School of Management is the graduate business school of Yale University and is located on Hillhouse Avenue in New Haven, Connecticut, United States. The School offers Master of Business Administration and Ph.D. degree programs. As of January 2011, 454 students were enrolled in its MBA...
, having previously taught at the University of Chicago
University of Chicago
The University of Chicago is a private research university in Chicago, Illinois, USA. It was founded by the American Baptist Education Society with a donation from oil magnate and philanthropist John D. Rockefeller and incorporated in 1890...
.
Jonathan Ingersoll's research area is finance
Finance
"Finance" is often defined simply as the management of money or “funds” management Modern finance, however, is a family of business activity that includes the origination, marketing, and management of cash and money surrogates through a variety of capital accounts, instruments, and markets created...
, focusing on asset valuation—the pricing of options
Option (finance)
In finance, an option is a derivative financial instrument that specifies a contract between two parties for a future transaction on an asset at a reference price. The buyer of the option gains the right, but not the obligation, to engage in that transaction, while the seller incurs the...
and futures
Futures contract
In finance, a futures contract is a standardized contract between two parties to exchange a specified asset of standardized quantity and quality for a price agreed today with delivery occurring at a specified future date, the delivery date. The contracts are traded on a futures exchange...
and the term structure of interest rates. He is one of the authors of the Cox–Ingersoll–Ross model of the yield curve
Yield curve
In finance, the yield curve is the relation between the interest rate and the time to maturity, known as the "term", of the debt for a given borrower in a given currency. For example, the U.S. dollar interest rates paid on U.S...
.
Ingersoll is a founding member of the Society for Financial Studies and has held editorial positions at several journals, including the Review of Financial Studies
Review of Financial Studies
The Review of Financial Studies is an academic journal published by Oxford University Press on behalf of the Society for Financial Studies. It was established following discussions at the 1986 Western Finance Association meetings, and the first issue was published in 1988...
and the Journal of Finance
Journal of Finance
The Journal of Finance is a peer-reviewed academic journal published by Wiley-Blackwell on behalf of the American Finance Association. It was established in 1946. Its current editors are Campbell R. Harvey and John R. Graham...
.