Faculty Experts
Robert Jarrow
Faculty Experts - Professor Robert Jarrow (0:03:00)
Highlight: Professor Robert Jarrow, a mathematician and leading expert on risk management, talks about solid quantitative models and how the lack of them contributed to the sub-prime mortgage crisis.
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Robert Jarrow is the Ronald P. and Susan E. Lynch Professor of Investment Management and professor of Finance and Economics at the Johnson School. He is a leading expert on risk management, and uses applied mathematics to develop the quantitative models widely used to price financial securities and manage risk. In this interview, Professor Jarrow the importance of quantitative models to financial institutions and investors, the characteristics of a good model, and how the lack of solid quantitative models contributed to the sub-prime loan crisis.
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