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Professor Ingersoll specializes in
multiperiod models of asset valuation, including the pricing of
options and futures, and the term structure of interest rates. A
member of the founding committee of the Society for Financial Studies,
he has served as the editor of its Review of Financial Studies as
well as associate editor of the Journal of Financial Economics and
the Journal of Finance. He is currently an associate editor of the
Review of Derivatives Research. Prior to coming to Yale, Professor
Ingersoll was at the Graduate School of Business of the University
of Chicago.
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