Скачать или смотреть Professor Series: Derivatives and Financial Modeling with Francis Longstaff | FinaticTalks

We start off our professor series with Francis Longstaff, a Distinguished Professor of Finance at the University of California, Los Angeles.

Mr. Longstaff is a certified public accountant (CPA) and a chartered financial analyst (CFA). From 1995 to 1998, Longstaff was head of fixed income derivative research at Salomon Brothers Inc. in New York. He has also worked in the research department of the Chicago Board of Trade and for Deloitte and Touche as a management consultant. His current research interests include fixed income markets and term structure theory, derivative markets and valuation theory, credit risk, computational finance, liquidity and its effects on prices and markets, the role of arbitrage in financial markets. He has published nearly 70 articles in academic and practitioner journals.

Many of his valuation models have been used widely on Wall Street and throughout the global financial markets. He has extensive experience as a consultant for many Wall Street firms, mutual funds, hedge funds, commercial banks and other financial institutions, software developers and risk management firms, as well as in litigation support.