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Robert Jarrow is the Ronald P. and Susan E. Lynch Professor of Investment Management at the Cornell SC Johnson College of Business. He is a co-creator of the Heath-Jarrow-Morton (HJM) model and a reduced form credit risk model, which are standard models used in pricing and hedging derivatives by major financial institutions. Jarrow has distinguished himself by studying market manipulation through arbitrage-pricing theory and has authored seven textbooks and over 200 academic journal publications, including significant contributions in mathematical finance, asset pricing, and risk management. His research has received numerous awards, including the Graham Dodd Scrolls Award in 2001 and the CBOE Pomerance Prize in 1982. Additionally, Jarrow was recognized as the IAFE Financial Engineer of the Year in 1997 and has been inducted into several halls of fame in finance and risk management. He serves on various academic advisory boards and is involved in graduate faculty representation across multiple fields including management, economics, and applied mathematics. Jarrow's research interests focus heavily on the study of derivatives and asset pricing.
Cornell University • Ithaca, NY
Faculty member in the Samuel Curtis Johnson Graduate School of Management.
Department of Architecture