Jonathan E. Ingersoll Jr.

Adrian C. Israel Professor of International Trade and Finance

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 Engineering
MGT 545
Financial Instruments & Contracts
MGT 543

Publications

Selected Books

J. E. Ingersoll Jr
Rowman & Littlefield Pub Inc
1987

Selected Articles

J. E. Ingersoll Jr and L. Jin
The Review of Financial Studies
2013
J.E. Ingersoll Jr
Handbook of Quantitative Finance and Risk Management
2010
K. Chen, J. E. Ingersoll Jr and E. H. Kaplan
Management Science
2008
W. Goetzmann, J. E. Ingersoll Jr, M. Spiegel and I. Welch
Review of Financial Studies
2007

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