Oldrich Vasicek博士によるセミナーのお知らせ(全2回)

第1回 2016年3月30日(水) 17:00-19:00 
  "Structural Models in Credit Valuation: The KMV experience"
  第2回 2016年3月31日(木) 17:00-19:00
  "Finance and Economics: Interest Rate Behavior"


会場: 東京大学経済学研究科学術交流棟(小島ホール)
2階 コンファレンスルーム
Oldrich Vasicek博士
Dr. Oldrich Alfons Vasicek is a founding partner of KMV Corporation. His theory of the term structure of interest rates is generally recognized as a genesis of that field in finance. In his early career, he was a Vice President in the Management Science Department of Wells Fargo Bank. His academic career included teaching graduate finance at the University of Rochester, the University of California at Berkeley, and at Ecole Superieure des Sciences Economiques et Commerciales (ESSEC) in France. He holds a Ph.D. in probability theory from Charles University in Prague.
Dr. Vasicek works in mathematical finance, particularly on development of quantitative models of firms, financial instruments and financial markets. He has received a number of honors, including the Graham and Dodd Award, the Roger F. Murray Prize, the Award of the Institute for Quantitative Research in Finance, the IAFE Financial Engineer of the Year Award, and the Risk Magazine Lifetime Achievement Award. He has been inducted into the Derivatives Strategy Hall of Fame, the Fixed Income Analysts Society Hall of Fame, and the Risk Magazine Hall of Fame.