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.
- PhD, Massachusetts Institute of Technology, 1976
- SM, Massachusetts Institute of Technology, 1973
- SB, Massachusetts Institute of Technology, 1971
- 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
- Review of Derivatives Research Associate Editor
Financial Models and Theories
Professor Ingersoll is writing a new PhD level theory and model textbook. Preliminary versions of several chapters can be found on his website.