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Department of Mathematics & Statistics

Frank J. Fabozzi
Affiliated Researcher

Frank J. Fabozzi is a financial economist who is currently Professor of Practice at John Hopkins’ Carey School of Business. He was previously on the finance faculty at EDHEC Business School, Yale School of Management, and a visiting professor at MIT’s Sloan School of Management, Princeton University, Carnegie Mellon University, and New York University. He earned his PhD in Economics from CUNY. Frank has authored and edited multiple books and more than 250 research papers on investment management and financial economics. He is the co-developer of the Kalotay-Williams-Fabozzi model of the short rate used in the valuation of interest rate derivatives. Frank has been the editor of the Journal of Portfolio Management since 1986 and is the co-founder and co-editor of the Journal of Financial data. He has served on the board of directors of the BlackRock complex of funds since 1988.

Email

ffabozz1@jhu.edu

Phone

NA

Address

Texas Tech University, 1108 Memorial Circle
Lubbock, TX 79409-1042

 

Mathematical Finance Program

 

 

Mathematical Finance Program

The Department of Mathematics and Statistics at Texas Tech University offers MS and PhD training in mathematical finance. MF is the area of finance in which intricate mathematical models are used to predict markets, set prices, enhance returns, and manage risk. MF professionals are known as quantitative analysts ("quants").

 

Email Dr. Rachev

zari.rachev@ttu.edu

Email Dr. Lindquist

Brent.Lindquist@ttu.edu

Address

Texas Tech University, 1108 Memorial Circle
Lubbock, TX 79409-1042

Phone

(806) 742-2566

 

For more information, please contact Dr. Rachev or Dr. Lindquist.