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小乔纳森E英格索尔

  	      	      	    	    	      	    
 
 
  翻译标记  本条目包含过多不是中文的内容，欢迎协助翻译。
 
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小乔纳森·E·英格索尔（Jonathan E. Ingersoll）  
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小乔纳森·E·英格索尔（Jonathan E. Ingersoll）
小乔纳森·E·英格索尔（Jonathan E. Ingersoll）——CIR模型（Cox–Ingersoll–Ross model）的提出者。 
目录
  
 
小乔纳森·E·英格索尔简介
 
　　小乔纳森·E·英格索尔（Jonathan E. Ingersoll）耶鲁大学组织和管理学院国际贸易和金融学科（International Trade and Finance at the School of Organization and Man－age，Yale University）阿德里安·C·伊斯雷尔讲席教授（AdrianC.IsraelProfessor）；曾任美国金融学会（AmericanFinanceAssocia-tion）主席、《金融经济学杂志》（JournalofFinancialEconomics）和《金融学杂志》（JournalofFinance）编委等。 
 
Jonathan E. Ingersoll
 
　　Jonathan Edwards "Jon" Ingersoll, Jr. is an American economist. He is currently the Adrian C. Israel Professor at Yale School of Management, having previously taught at the University of Chicago. 小乔纳森.E.英格索尔是一个美国经济学家， 目前在耶鲁大学管理学院任艾德里安·c·以色列教授一职，之前曾在芝加哥大学任教。 
　　Jonathan Ingersoll's research area is finance, focusing on asset valuation—the pricing of options and futures and the term structure of interest rates. He is one of the authors of the Cox-Ingersoll-Ross model of the yield curve. 乔纳森·英格索尔研究金融领域， 专注于期权和期货资产评估，利率期限结构的研究。他是研究收益曲线的Cox-Ingersoll-Ross模型的作者之一。 
　　Ingersoll is a founding member of the Society for Financial Studies and has held editorial positions at several journals, including the Review of Financial Studies and the Journal of Finance. 英格索尔是金融研究协会的创始成员之一，曾在多家杂志担任编辑职务， 包括金融研究和金融杂志的编审。 
 
Vita
 
　　Achievements and Honors 
 
  •  Member of founding committee for the Society for Financial Studies 
  •  Alfred P. Sloan Foundation Research Fellowship in Economics, 1981-1983 
  • 　Batterymarch Financial Management Fellowship in Investments and Finance, 1981-1982 
 
　　Editorships 
 
  •  Associate Editor: 
    •  Review of Derivatives Research 
     
 
　　Books 
 
  •  Theory of Financial Decision Making, Rowman & Littlefield Publishing, Inc., 1987 
 
　　Recent Book Chapters 
 
  •  "Optimal Bond Trading with Personal Tax" (with G. Constantinides), in S.A. Ross, ed., The Debt Market, Edward Elgar Publishing, 1998 
  •  "A Contingent-Claims Valuation of Convertible Securities," in S.A. Ross, ed., The Debt Market, Edward Elgar Publishing, 1998 
 
  •  "A Theoretical and Empirical Investigation of the Dual Purpose Funds: An Application of Contingent Claims Analysis," in C. Gardner, ed., Classic Options Models, Risk Publications, 1998 
 
  •  "A Theory of the Term Structure of Interest Rates" (with J. Cox and S.A. Ross), in Vasicek and Beyond, Risk Publications, 1996 
 
　　Recent Articles 
 
  •  "Digital Contracts: Simple Tools for Pricing Complex Derivatives," Journal of Business, Vol. 73 No. 1, January 2000 
 
Papers
 
　　Published Papers 
 
  •  “Multidimensional Security Pricing,” Journal of Financial and Quantitative Analysis, December 1975, v. 10, pp. 785-798 
  •  “A Theoretical and Empirical Investigation of the Dual Purpose Funds: An Application of Contingent Claims Analysis,” Journal of Financial Economics, Jan-Mar 1976, v. 3, pp. 83- 123. 
  •  “Using the Black-Scholes Option Model in Investment Decision Making: Designing a Convertible Preferred Issue,” Proceedings: Seminar on the Analysis of Security Prices, CRSP, May 1976. 
  •  “A Contingent-Claims Valuation of Convertible Securities,” Journal of Financial Economics, May 1977, v. 4, pp. 289- 321. 
  •  “An Examination of Corporate Call Policies on Convertible Securities,” Journal of Finance, May 1977, v. 32, pp. 463- 478. 
  •  “Duration Forty Years Later,” (with J. Skelton and R. Weil) Journal of Financial and Quantitative Analysis, November 1978, v. pp. 627- 648. 
  •  “Duration and the Measurement of Basis Risk,” (with J. Cox and S. Ross) Journal of Business, January 1979, v. 52 pp. 51-61. 
  •  “Discussion of ‘Dynamics of Borrower-Lender Interaction: Partitioning Final Payoff in Venture Capital Finance’,” by I. A. Cooper and W. T. Carleton, Journal of Finance, May 1979, v. 34, pp. 531-533. 
  •  “An Analysis of Variable Rate Loan Contracts,” (with J. Cox and S. Ross) Journal of Finance, May 1980, v. 35, pp. 389- 403. 
  •  “A Re-examination of Traditional Hypotheses About the Term Structure of Interest Rates,” (with J. Cox and S. Ross) Journal of Finance, September 1981, v. 36, 769-799. 
  •  “The Relation Between Forward Prices and Futures Prices,” (with J. Cox and S. Ross) Journal of Financial Economics, December 1981, v. 9, pp. 321-346. 
  •  “Mean-Variance Theory in Complete Markets,” (with P. Dybvig), Journal of Business, April 1982, v. 55, pp. 233-251. 
  •  “Optimal Bond Trading With Personal Tax: Implications For Bond Prices And Estimated Tax Brackets And Yield Curves,” (with George Constantinides) Journal of Finance, May 1982, v. 37, pp. 349-352. 
  •  “Discussion of ‘The Pricing of Commodity-Linked Bonds’,” by E. Schwartz, Journal of Finance, May 1982, v. 37, pp. 540-541. 
  •  “Is Immunization Feasible? Evidence from the CRSP Data,” Innovations in Bond Portfolio Management: Immunization and Duration Analysis, JAI Press, 1983. 
  •  “Exact Pricing in Linear Factor Models with Finitely Many Assets,” (with N. Chen) Journal of Finance, June 1983, v. 38, pp. 985-988. 
  •  “Some Results in the Theory of Arbitrage Pricing,” Journal of Finance, September 1984, v. 39, pp. 1021-1039. 
  •  “Optimal Bond Trading with Personal Tax” (with G. Constantinides) Journal of Financial Economics, September 1984, v. 13, pp. 299-335. 
  •  “An Intertemporal General Equilibrium Model of Asset Prices,” (with J. Cox and S. Ross) Econometrica, March 1985, v. 53, pp. 363-384. 
  •  “A Theory of the Term Structure of Interest Rates,” (with J. Cox and S. Ross) Econometrica, March 1985, v. 53, pp. 385-407. 
  •  “Investment and Uncertainty: Waiting to Invest,” (with S. Ross) Journal of Business, January 1992, v. 65, pp. 1-29. 
  •  “Optimal Consumption and Portfolio Rules with Intertemporally Dependent Utility of Consumption,” Journal of Economic Dynamics and Control, 1992 v. 16, 681?712. 
  •  “Long Forward Rates Can Never Fall,” (with P. Dybvig and S. Ross) Journal of Business, 1996 v. 69 pp. 1-25. 
  •  “Valuing Foreign Exchange Options with a Bounded Exchange Rate Process,” Review of Derivatives Research, v. 1 pp. 159-181 
  •  “An Approximation for Valuing American Puts and Other Financial Derivatives Using Barrier Options,” Journal of Computational Finance, v. 2 pp. 85-112. 
  •  “Digital Options: A Simple Approach to Pricing Complex Derivatives,” Journal of Business January 2000 
  •  “Monthly Measurement of Daily Timers,” (with William Goetzmann and Zoran Ivkovich) Journal of Financial and Quantitative Analysis, v. 35 pp 257-290. 
 
　　Working Papers 
 
  •  High Water Marks - June 1998 
  •  Valuation of Derivative Contracts Using Payoff Event Approximation - April 2000 
  •  "Approximating American Options and Other Financial Contracts Using Barrier Derivatives," Journal of Computational Finance, Vol. 2, No. 1, Fall 1998 
  •  "Valuing Foreign Exchange Options with a Bounded Exchange Rate Process," Review of Derivatives Research, Vol. 1, No. 2, 1996 
  •  "Long Forward Rates Can Never Fall" (with P. Dybvig and S.A. Ross), Journal of Business, January 1996 
  •  "Optimal Consumption and Portfolio Decisions with Intertemporally Dependent Utility of Consumption," Journal of Economic Dynamics and Control, July 1992 
  •  "Investment and Uncertainty: Waiting to Invest" (with S.A. Ross), Journal of Business, January 1992 
 
　　Education