Robert Jarrow

Ronald P. and Susan E. Lynch Professor of Investment Management, Cornell University

Robert Jarrow is the Ronald P. & Susan E. Lynch Professor of Investment Management and a professor of finance at the Johnson Graduate School of Management. His teaching and research interests involve the study of mathematical finance. He is interested in derivatives, risk management, investments, and asset pricing theory. Jarrow is currently engaged in research relating to asset pricing, liquidity risk, price bubbles, and risk management. Jarrow co-created the HJM model and the reduced form credit risk model, both of which are the standard models used by financial institutions and central banks around the world today. Jarrow co-created the journal Mathematical Finance, and he is an advisory or associate editor for numerous other finance journals. His research has won numerous awards including the Graham and Dodd Scrolls Award 2001, the CBOE Pomerance Prize in 1982, and the Ross Best Paper Award in 2008. In 1997, he was named IAFE Financial Engineer of the Year in recognition of his research accomplishments. He is in the Fixed Income Analysts Society Hall of Fame, Risk Magazine's 50 member Hall of Fame, and listed in the Who's Who of Economics. He received Risk Magazine's Lifetime Achievement Award in 2009. He also serves on various corporate board of directors and advisory boards.