BA Economics Princeton 1969
Teaches:
Futures and Options
Research Interests:
| Options, Futures, and All Other Derivatives
| Information and Financial Markets
Publications:
| Founding Editor of The Journal of Derivatives.
| | "Forecasting Volatility," Financial Markets, Institutions and
Instruments, 1997
| | "The Informational Content of Implied Volatility" (with Linda
Camna), Review of Financial Studies, 1993.
| | Financial Options: From Theory to Practice (senior editor, author
of three chapters), 1990.
| | "Options Arbitrage in Imperfect Markets," Journal of Finance, 1989.
Corporate Affiliations: | | | |