About: Farshid Jamshidian

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Farshid Jamshidian is a finance researcher, academic and practitioner. His experience covers both fixed-income and equity research and trading. Dr. Jamshidian has made important contributions to the theory of derivatives pricing, and has published extensively, especially on interest rate modelling, amongst other contributions, developing the use of the forward measure, and "Jamshidian's trick", widely applied in the pricing of bond options. He earned a Ph.D. in mathematics from Harvard University (1980) and an MSc in computer science from Stanford University.

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rdfs:label	Farshid Jamshidian (en)
rdfs:comment	Farshid Jamshidian is a finance researcher, academic and practitioner. His experience covers both fixed-income and equity research and trading. Dr. Jamshidian has made important contributions to the theory of derivatives pricing, and has published extensively, especially on interest rate modelling, amongst other contributions, developing the use of the forward measure, and "Jamshidian's trick", widely applied in the pricing of bond options. He earned a Ph.D. in mathematics from Harvard University (1980) and an MSc in computer science from Stanford University. (en)
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Link from a Wikipage to another Wikipage	Bond option Merrill (company) people Journal of Fixed Income University of California, Berkeley University of Chicago University of Twente Derivative (finance) Interest rate Jamshidian's trick Living people Year of birth missing (living people) Mathematics NIBC Bank Applied Mathematics MSc Stanford University Computer science Fuji Bank Harvard University alumni Stanford University alumni University of California, Berkeley College of Letters and Science faculty University of Chicago faculty University of Twente faculty Equity (finance) Forward measure Harvard University Financial economists Sumitomo Mitsui Banking Corporation Ph.D. Merrill Edge Fixed-income Journal of Computational Finance dbr:Finance_and_Stochastics
Link from a Wikipage to an external page	https://papers.ssrn.com/sol3/cf_dev/AbsByAuth.cfm%3Fper_id=385771 https://web.archive.org/web/20120406190558/http:/wwwhome.math.utwente.nl/~jamshidianf/
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has abstract	Farshid Jamshidian is a finance researcher, academic and practitioner. His experience covers both fixed-income and equity research and trading. Dr. Jamshidian has made important contributions to the theory of derivatives pricing, and has published extensively, especially on interest rate modelling, amongst other contributions, developing the use of the forward measure, and "Jamshidian's trick", widely applied in the pricing of bond options. He is professor of Applied Mathematics at the University of Twente, and is at NIBC Bank. He is a member of the Editorial Board of The Journal of Fixed Income. Previously he was managing director of NetAnalytic, a risk management products and services company he founded in 1999; Managing Director of New Products and Equity Derivatives at Sakura Global Capital; Executive Director of Technical Trading at Fuji International Finance; and head of quantitative fixed-income research at Merrill Lynch. As an academic, he was an associate editor of and The Journal of Computational Finance and served as a faculty member in the mathematics departments at the University of Chicago and the University of California, Berkeley. He earned a Ph.D. in mathematics from Harvard University (1980) and an MSc in computer science from Stanford University. (en)
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