Jonathan Edwards "Jon" Ingersoll, Jr. is an American economist. He is the Adrian C. Israel Professor of International Trade and Finance at Yale School...
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interest rate derivatives. It was introduced in 1985 by John C. Cox, Jonathan E. Ingersoll and Stephen A. Ross as an extension of the Vasicek model, itself...
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GARCH 1985 – John C. Cox, Jonathan E. Ingersoll and Stephen Ross, A theory of the term structure of interest rates, Cox–Ingersoll–Ross model 1987 – Giovanni...
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brother of C. Jared Ingersoll Jonathan Ingersoll (died 1823), Lieutenant Governor of Connecticut from 1816 to 1823 Jonathan E. Ingersoll, (born circa 1949)...
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Monograph M-FI96-1). Wiley. ISBN 978-1883249151 See for example: Jonathan E. Ingersoll (1977). A contingent-claims valuation of convertible securities...
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Phelim Boyle 2004 Oldrich A. Vasicek 2003 J. Darrell Duffie 2002 Jonathan E. Ingersoll Jr. 2001 Andrew Lo 2001 Myron S. Scholes (Lifetime Achievement)...
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"Understanding Market Price of Risk", Florida State University John C. Cox, Jonathan E. Ingersoll and Stephen A. Ross (1985). A Theory of the Term Structure of Interest...
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Hull, noted for the Hull–White model. Jonathan E. Ingersoll, (born 1949), one of the authors of the Cox–Ingersoll–Ross model of the yield curve. Kiyoshi...
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economists List of quantitative analysts List of Jewish Nobel laureates Ingersoll, Jonathan E. (1976), A contingent-claims valuation of convertible bonds and...
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Foundations for Financial Economics. Prentice Hall. ISBN 978-0135006535. Jonathan E. Ingersoll (1987). Theory of Financial Decision Making. Rowman & Littlefield...
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