Jonathan E. Ingersoll Jr.
Adrian C. Israel Professor Emeritus 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
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
J. E. Ingersoll Jr
European Financial Management
2008
W. Goetzmann, J. E. Ingersoll Jr, M. Spiegel and I. Welch
Review of Financial Studies
2007
Selected Working Papers
Jonathan Ingersoll, Lawrence Jin
2013
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
