Monday, February 13, 2006

World according to Mark Rubinstein

One of the fascinating aspect of MFE at UCB is the quality of faculty - each a leading expert in their fields. The foremost faculty member at Haas has got to be Prof. Rubinstein.

Derivatives Strategy - July'99: The World According to Mark Rubinstein

Interesting article based on interview with Mark Rubinstein. Prof. Rubinstein, apart from being an academic, was also the founder of LOR (alongwith Leland and O'Brien) associates. He is best known for his work on the binomial model (CRR model).

I had a chance to hear Prof. Rubinstein the other day, where he talked about great moments in financial economics - the development of some important ideas in finance. His new book based on these ideas is going to be released soon (I am sure some people will not like the book because it talks about some ideas in finance, commonly attributed to certain individuals, as being ideas that either predated the model/idea, or were independently discovered by others).

I look forward to learning Investments and Derivatives from the "Guru" himself.

1 Comments:

Blogger shooGu said...

Nice link! I'm also looking forward to taking the classes with him.

At some point last fall, I posted a comment here and included a different derivatesstrategy.com link, to an interesting profile of Rubinstein.

Here it is...

I may incorporate these and some other related links I came across into a blog entry of my own. Look for it over there.

3:18 PM, February 23, 2006  

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