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» PhD Finance, Florida State University 1986
» MBA Florida State University 1984
» BA Economics, LaSalle University
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» Futures and Options
» Fixed Income Markets and Analytics
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» Asset Pricing
» Derivative Securities
» Risk Management
» Financial Engineering
» International Financial Markets
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» Lubin School of Business, Pace University - Professor of Finance (1994 - Present)
» Stern School of Business, New York University - Adjunct Associate Professor of Finance (1996 - Present)
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» Tax Shelters and Corporate Debt Policy, with Jonathan Graham, Journal of Financial Economics, 2006.
» Credit Default Swaptions, with Jason Z. Wei, Journal of Fixed Income, 2005.
» Price Hedging with Local and Aggregate Quantity Risk, with Jouahn Nam and Jason Z. Wei, Journal of Derivatives, 2005.
» Credit Gadgets, with Jouahn Nam and Jason Z. Wei, Journal of Fixed Income, Vol. 12, No 4, March 2003, 65-72.
» Sham or Prudent Investment?: A Case Study of Salina Partnership LP v. Commissioner of Internal Revenue, with Robert Bird, Virginia Tax Review, Volume 22, Number 2, Fall 2002, 231-272.
» Power Currency Options, with Jason Z. Wei, Global Finance Journal, Vol. 8, No. 2 (Fall-Winter 1997), 167-179. (Lead article.)
» Adoption over the Life-cycle and Aggregate Technological Progress, with Kenneth J. Kopecky and Charles E. Swanson, Southern Economic Journal, Vol. 63, No. 4 (April 1997), 872-887.
» Binomial Options Pricing with Generalized Interest Rate Processes, with Jimmy E. Hilliard and Adam Schwartz, Journal of Financial Research, Vol. 19, No. 4 (Winter 1996), 585-602.
» The Relative Valuation of American Currency Spot and Futures Options: Theory and Empirical Tests, with Joseph P. Ogden, Journal of Financial and Quantitative Analysis, Vol. 23, No. 4 (December 1988), 351-368. (Lead article.)
» The Probability Distribution of Foreign Exchange Price Changes: Tests of Candidate Processes, with Lallon Pond, Review of Economics and Statistics, Vol. 70, No. 4 (November 1988), 638-647.
» Implied Spot Rates as Predictors of Equilibrium Forward Exchange Rates, Journal of International Money and Finance, Vol. 6, No. 3 (September 1987),283-294.
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