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Farshid Jamshidian

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137: 406: 22: 487: 197:. 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 477: 50: 30: 443: 482: 472: 198: 467: 227: 274: 492: 123: 218: 104: 302: 76: 357: 462: 385: 345: 83: 54: 46: 436: 35: 90: 39: 502: 72: 136: 211: 429: 193: 497: 223: 168: 183: 156: 254: 179: 391: 242: 97: 61: 413: 250: 152: 303:"NetAnalytic Founder Joins J.P. Morgan Derivatives Spin-Off - Wall Street & Technology" 278: 164: 155:
research and trading. Dr. Jamshidian has made important contributions to the theory of
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is a finance researcher, academic and practitioner. His experience covers both
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University of California, Berkeley College of Letters and Science faculty
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and served as a faculty member in the mathematics departments at the
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modelling, amongst other contributions, developing the use of the
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from the article and its talk page, especially if potentially
15: 417: 297: 295: 205:; and head of quantitative fixed-income research at 358:"Masters Alumni | Stanford Computer Science" 209:. As an academic, he was an associate editor of 159:, and has published extensively, especially on 437: 201:; executive director of Technical Trading at 8: 190:. He is a member of the editorial board of 478:Academic staff of the University of Twente 444: 430: 53:about living persons that is unsourced or 124:Learn how and when to remove this message 266: 412:This article about an economist is a 7: 402: 400: 171:", widely applied in the pricing of 416:. You can help Knowledge (XXG) by 228:University of California, Berkeley 14: 404: 275:"The MathFinance Newsletter #20" 219:Journal of Computational Finance 20: 1: 483:University of Chicago faculty 346:Mathematics Genealogy Project 386:Prof. Dr. Farshid Jamshidian 31:biography of a living person 58:must be removed immediately 519: 473:Stanford University alumni 399: 203:Fuji International Finance 468:Harvard University alumni 493:Merrill (company) people 212:Finance and Stochastics 194:Journal of Fixed Income 141: 45:Please help by adding 307:Wallstreetandtech.com 224:University of Chicago 199:Sakura Global Capital 139: 463:Financial economists 184:University of Twente 73:"Farshid Jamshidian" 51:Contentious material 255:Stanford University 180:Applied Mathematics 178:He is professor of 157:derivatives pricing 342:Farshid Jamshidian 243:Harvard University 169:Jamshidian's trick 145:Farshid Jamshidian 142: 140:Jamshidian in 1984 425: 424: 134: 133: 126: 108: 34:needs additional 510: 446: 439: 432: 408: 401: 392:SSRN Author Page 373: 372: 370: 369: 360:. Archived from 354: 348: 339: 333: 329: 323: 322: 320: 318: 309:. Archived from 299: 290: 289: 287: 286: 277:. Archived from 271: 251:computer science 129: 122: 118: 115: 109: 107: 66: 47:reliable sources 24: 23: 16: 518: 517: 513: 512: 511: 509: 508: 507: 503:Economist stubs 453: 452: 451: 450: 397: 382: 377: 376: 367: 365: 356: 355: 351: 340: 336: 330: 326: 316: 314: 301: 300: 293: 284: 282: 273: 272: 268: 263: 165:forward measure 130: 119: 113: 110: 67: 65: 44: 25: 21: 12: 11: 5: 516: 514: 506: 505: 500: 495: 490: 485: 480: 475: 470: 465: 455: 454: 449: 448: 441: 434: 426: 423: 422: 409: 395: 394: 389: 381: 380:External links 378: 375: 374: 349: 334: 324: 313:on 12 May 2012 291: 265: 264: 262: 259: 245:(1980) and an 132: 131: 55:poorly sourced 28: 26: 19: 13: 10: 9: 6: 4: 3: 2: 515: 504: 501: 499: 498:Living people 496: 494: 491: 489: 486: 484: 481: 479: 476: 474: 471: 469: 466: 464: 461: 460: 458: 447: 442: 440: 435: 433: 428: 427: 421: 419: 415: 410: 407: 403: 398: 393: 390: 387: 384: 383: 379: 364:on 2011-12-05 363: 359: 353: 350: 347: 343: 338: 335: 332: 328: 325: 312: 308: 304: 298: 296: 292: 281:on 2012-04-26 280: 276: 270: 267: 260: 258: 256: 252: 248: 244: 240: 236: 231: 229: 225: 221: 220: 214: 213: 208: 207:Merrill Lynch 204: 200: 196: 195: 189: 185: 181: 176: 174: 170: 166: 162: 161:interest rate 158: 154: 150: 146: 138: 128: 125: 117: 114:December 2017 106: 103: 99: 96: 92: 89: 85: 82: 78: 75: –  74: 70: 69:Find sources: 63: 59: 56: 52: 48: 42: 41: 37: 32: 27: 18: 17: 418:expanding it 411: 396: 388:, utwente.nl 366:. Retrieved 362:the original 352: 337: 327: 315:. Retrieved 311:the original 306: 283:. Retrieved 279:the original 269: 233:He earned a 232: 216: 210: 191: 186:, and is at 177: 173:bond options 149:fixed-income 144: 143: 120: 111: 101: 94: 87: 80: 68: 57: 40:verification 33: 239:mathematics 457:Categories 368:2011-12-21 317:4 December 285:2011-12-21 261:References 84:newspapers 188:NIBC Bank 36:citations 226:and the 62:libelous 344:at the 182:at the 167:, and " 98:scholar 153:equity 100:  93:  86:  79:  71:  253:from 241:from 235:Ph.D. 105:JSTOR 91:books 29:This 414:stub 319:2017 217:The 215:and 192:The 151:and 77:news 38:for 249:in 247:MSc 237:in 459:: 305:. 294:^ 257:. 230:. 175:. 49:. 445:e 438:t 431:v 420:. 371:. 321:. 288:. 127:) 121:( 116:) 112:( 102:· 95:· 88:· 81:· 64:. 43:.

Index

biography of a living person
citations
verification
reliable sources
Contentious material
poorly sourced
libelous
"Farshid Jamshidian"
news
newspapers
books
scholar
JSTOR
Learn how and when to remove this message

fixed-income
equity
derivatives pricing
interest rate
forward measure
Jamshidian's trick
bond options
Applied Mathematics
University of Twente
NIBC Bank
Journal of Fixed Income
Sakura Global Capital
Fuji International Finance
Merrill Lynch
Finance and Stochastics

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