Cornell University Johnson at Cornell University

Newsmakers

The Innovator

Robert Jarrow

Robert Jarrow, Ronald P. and Susan E. Lynch Professor of Investment Management and professor of finance and economics, is featured in an article in the August 2007 issue of Bloomberg Markets magazine, "Robert Jarrow: The Innovator." He joins a very exclusive group of four other leaders recognized in the magazine's Quant Corner column, including MIT's Stephen Ross and Nobel Prize winners Robert Engle, Robert Merton, and Myron Scholes. According to the article, "Robert Jarrow's framework for modeling the evolution of a term structure changed the way interest rate options are valued and helped expand the repertoire of math tools used to price derivatives."

– Deirdre Snyder and Emily A. Réjouis '08