Jonathan E. Ingersoll Jr.

Adrian C. Israel Professor of International Trade and Finance

Faculty Directory

Professor Ingersoll specializes in multiperiod models of asset valuation, including the pricing of options and futures, and the term structure of interest rates. A member of the founding committee of the Society for Financial Studies, he has served as the editor of its Review of Financial Studies as well as associate editor of the Journal of Financial Economics and the Journal of Finance. He is currently an associate editor of the Review of Derivatives Research. Prior to coming to Yale, Professor Ingersoll was at the Graduate School of Business of the University of Chicago.

Education

  • PhD, Massachusetts Institute of Technology, 1976
  • SM, Massachusetts Institute of Technology, 1973
  • SB, Massachusetts Institute of Technology, 1971

Courses

  • Financial Instruments & Contracts MGT 543

Selected Books

Selected Articles

Selected Working Papers

Achievements

  • Member of founding committee for the Society for Financial Studies
  • Research Fellowship, Alfred P. Sloan Foundation
    1981-1983
  • Financial Management Fellowship in Investments and Finance, Batterymarch
    1981-1982

Editorships

  • Review of Derivatives Research Associate Editor