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Robert Jarrow States Absence of Models Can Lead To Speculation Which Leads To Bigger Problems

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Total Case Duration :

  • Date Added : 4/28/2008
  • Clip Duration : 2 min. 18 sec.

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Robert Jarrow

  • Professor, Cornell University
  • male
  • Caucasian
  • 1952 (Age: 69 years old)
  • Robert Jarrow - Interview - Financial Modeling
  • Video 1 of 16 in this Case
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Biography

Robert Jarrow is the Ronald P. and Susan E. Lynch Professor of Investment Management, Professor of Finance and Economics at The Johnson School, Cornell University.

Jarrow has over 25 years of work-experience. His teaching and research interests involve the study of mathematical finance. He is interested in credit derivatives, risk management, investments and asset pricing theory.

Jarrow's consulting experience includes Citigroup, Bank of America, Barclays Capital, Bankers Trust, Merrill Lynch, World Bank, Nomura Securities, Kamakura Corporation, SEC, US Attorney's Office, FDIC, and expert witness assignments.

Jarrow has authored over 120 publications and working papers, four books on options and derivatives, and edited three other books including two on risk. In addition, he holds advisory board positions with centers in The University of Hong Kong and NUS. He has also served on the Merrill Lynch Academic Advisory Council.

Robert Jarrow holds a BA from Duke University, an MBA from Dartmouth, and a PhD in Finance from MIT.

So it was actually the absence of models that created a lot of the problems. The subprime asset-backed securities, the CDOs issued against the asset-backed bonds and the CDO squared issued against everything that I just mentioned. Those markets grew very, very quickly. They grew quickly because t...(Full transcript available to logged in subscribers.).

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Robert Jarrow videos

Video 1 of 16 Robert Jarrow Discusses Academic Background
  • Robert Jarrow - Interview - Financial Modeling
  • 4/28/2008
  • Robert Jarrow
  • 1 min. 50 sec.
Video 2 of 16 Robert Jarrow States Importance of Learning As Much As You Can In Different Areas While In Graduate School
  • Robert Jarrow - Interview - Financial Modeling
  • 4/28/2008
  • Robert Jarrow
  • 0 min. 59 sec.
Video 3 of 16 Robert Jarrow States Best Scholars Have Dual Skill Sets
  • Robert Jarrow - Interview - Financial Modeling
  • 4/28/2008
  • Robert Jarrow
  • 0 min. 49 sec.
Video 4 of 16 Robert Jarrow Discusses Unique Interdisciplinary Nature of Cornell University
  • Robert Jarrow - Interview - Financial Modeling
  • 4/28/2008
  • Robert Jarrow
  • 1 min. 11 sec.
Video 5 of 16 Robert Jarrow States Teaching Focuses On Models and Applied Models
  • Robert Jarrow - Interview - Financial Modeling
  • 4/28/2008
  • Robert Jarrow
  • 1 min. 14 sec.
Video 6 of 16 Robert Jarrow Discusses Use of Models To Price Financial Securities
  • Robert Jarrow - Interview - Financial Modeling
  • 4/28/2008
  • Robert Jarrow
  • 1 min. 3 sec.
Video 7 of 16 Robert Jarrow Shares Thoughts on Risk Management
  • Robert Jarrow - Interview - Financial Modeling
  • 4/28/2008
  • Robert Jarrow
  • 3 min. 2 sec.
Video 8 of 16 Robert Jarrow Discusses Concept of Hedging
  • Robert Jarrow - Interview - Financial Modeling
  • 4/28/2008
  • Robert Jarrow
  • 1 min. 37 sec.
Video 9 of 16 Robert Jarrow Discusses Risk Tolerances
  • Robert Jarrow - Interview - Financial Modeling
  • 4/28/2008
  • Robert Jarrow
  • 1 min. 31 sec.
Video 10 of 16 Robert Jarrow States Absence of Models Can Lead To Speculation Which Leads To Bigger Problems
  • Robert Jarrow - Interview - Financial Modeling
  • 4/28/2008
  • Robert Jarrow
  • 2 min. 18 sec.
Video 11 of 16 Robert Jarrow States Importance of Understanding The Type of Risks You Are Taking
  • Robert Jarrow - Interview - Financial Modeling
  • 4/28/2008
  • Robert Jarrow
  • 1 min. 41 sec.
Video 12 of 16 Robert Jarrow Discusses His Book On Option Pricing
  • Robert Jarrow - Interview - Financial Modeling
  • 4/28/2008
  • Robert Jarrow
  • 2 min. 53 sec.
Video 13 of 16 Robert Jarrow Discusses Creation of Heath-Jarrow-Morton Models
  • Robert Jarrow - Interview - Financial Modeling
  • 4/28/2008
  • Robert Jarrow
  • 3 min. 35 sec.
Video 14 of 16 Robert Jarrow States The More He Learns, The More He Realizes He Doesn't Know
  • Robert Jarrow - Interview - Financial Modeling
  • 4/28/2008
  • Robert Jarrow
  • 1 min. 14 sec.
Video 15 of 16 Robert Jarrow Discusses Differences Between Academics And Industry
  • Robert Jarrow - Interview - Financial Modeling
  • 4/28/2008
  • Robert Jarrow
  • 2 min. 18 sec.
Video 16 of 16 Introductory Video of Robert Jarrow
  • Robert Jarrow - Interview - Financial Modeling
  • 4/28/2008
  • Robert Jarrow
  • 3 min. 2 sec.

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