February 8th, 2021
Paul Glasserman Selected as the Recipient of the 2020 IAQF/Northfield Financial Engineer of the Year Award
The International Association for Quantitative Finance (IAQF) and Northfield Information Services have named Paul Glasserman, the Jack R. Anderson Professor of Business at Columbia University’s School of Business, the 2020 IAQF/Northfield Financial Engineer of the Year (FEOY). The award will be presented to Professor Glasserman at a celebration when it is safe to reconvene again.
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Robert Jarrow is a Professor at Cornell University and director of research at Kamakura Corporation. He is a creator of the Heath-Jarrow-Morton model, the forward price martingale measure, and reduced form credit risk models. His research was the first to distinguish forward/futures prices and study option pricing with market manipulation. He has been the recipient of numerous prizes and awards including the CBOE Pomerance Prize for Excellence in Options Research, the Graham and Dodd Scrolls Award, the Bernstein Fabozzi/Jacobs Levy Award, and the 1997 IAFE/SunGard Financial Engineer of the Year. In 2009 he was awarded Risk Magazine’s Lifetime Achievement Award. He is included in both the Fixed Income Analysts Society Hall of Fame and Risk Magazine’s 50 member Hall of Fame. He has written seven text books, including the first on the Black Scholes and HJM models, and has over 200 academic journal publications.