John F. O. Bilson

Last updated

John F.O. Bilson (born 1948) is a Professor of Finance and Director of the MS and Ph.D. Programs of Finance at the Illinois Institute of Technology, in Chicago. Bilson grew up in Melbourne, Australia where he attended Melbourne Grammar School. He went on to receive a Master of Economics and a Bachelor of Economics (Hons.) from Monash University, Melbourne, Australia. Bilson received his Ph.D. in International Economics from the University of Chicago in 1973.

In 2003,Bilson completed two years at the Melbourne Business School where he served as a professorial fellow. Prior to this appointment, he was the Director of the Financial Management Program at the IIT Stuart School of Business. Before joining the Stuart School, Bilson was a senior vice president at The Chicago Corporation where he established the financial futures trading group, TCC Futures Management. Other appointments include president of BetaSoft Management and vice-president of Trading Development Corporation.

As one of four scholars invited to speak at the European Summer School in Econometrics in Bologna, Italy in June 1999, Bilson presented one week of lectures about investment, trading, and risk management. The conference, sponsored by the Inter-University Center for Econometrics, invited doctoral students at European universities to learn about current research in financial econometrics from top US faculty members.

Bilson has presented various seminars, covering topics such as "Parsimonious Value at Risk for Fixed Income Portfolios," at the University of Venice, "The Non-Linear Dynamics of the Exchange Rate," at the Center for International Monetary and Banking Studies in Geneva, Switzerland, and "Value at Risk Models," in New York City.

Additional appointments include Northwestern University, the University of Chicago, Stanford Graduate School of Business, the Hoover Institution on War, Revolution, and Peace. He served as a member of the research department of the International Monetary Fund and later as a research associate of the National Bureau of Economic Research.

Bilson is the editor (with Richard C. Marston) of Exchange Rate Theory and Practice (1984, University of Chicago Press). He has published over thirty articles in the areas of international finance, international economics, and risk management. [1]

Related Research Articles

<span class="mw-page-title-main">Erasmus University Rotterdam</span> Public university in the Netherlands

Erasmus University Rotterdam is a public research university located in Rotterdam, Netherlands. The university is named after Desiderius Erasmus Roterodamus, a 15th-century Christian humanist and theologian.

Sanford "Sandy" Jay Grossman is an American economist and hedge fund manager specializing in quantitative finance. Grossman’s research has spanned the analysis of information in securities markets, corporate structure, property rights, and optimal dynamic risk management. He has published widely in leading economic and business journals, including American Economic Review, Journal of Econometrics, Econometrica, and Journal of Finance. His research in macroeconomics, finance, and risk management has earned numerous awards. Grossman is currently Chairman and CEO of QFS Asset Management, an affiliate of which he founded in 1988. QFS Asset Management shut down its sole remaining hedge fund in January 2014.

James Darrell Duffie is a Canadian financial economist and is Dean Witter Distinguished Professor of Finance at Stanford Graduate School of Business.

Kenneth Jan Singleton is an American economist. He is a leading figure in empirical financial economics, and a faculty member at Stanford University. As the Adams Distinguished Professor of Management, Emeritus at Stanford Graduate School of Business, Singleton teaches a variety of degree courses in finance.

The Stuart School of Business (Stuart) is the business school within Illinois Institute of Technology, a private Ph.D.-granting technological university, located in Chicago, Illinois, United States. Illinois Tech's primary campus, known as the Mies Campus in honor of Ludwig Mies van der Rohe, is located in the Bronzeville neighborhood of Chicago. Stuart offers undergraduate courses at the Mies Campus and graduate courses at Illinois Tech's Conviser Law Center in Downtown Chicago.

<span class="mw-page-title-main">Bendheim Center for Finance</span>

Bendheim Center for Finance (BCF) is an interdisciplinary center at Princeton University. It was established in 1997 at the initiative of Ben Bernanke and is dedicated to research and education in the area of money and finance, in lieu of there not being a full professional business school at Princeton.

A master's degree in quantitative finance is a postgraduate degree focused on the application of mathematical methods to the solution of problems in financial economics. There are several like-titled degrees which may further focus on financial engineering, computational finance, mathematical finance, and/or financial risk management.

The Faculty of Business and Economics is one of the 10 primary faculties at Monash University.

<span class="mw-page-title-main">Andrew Lo</span> MIT professor (born 1960)

Andrew Wen-Chuan Lo is a Hong Kong-born Taiwanese-American economist and academic who is the Charles E. and Susan T. Harris Professor of Finance at the MIT Sloan School of Management. Lo is the author of many academic articles in finance and financial economics. He founded AlphaSimplex Group in 1999 and served as chairman and chief investment strategist until 2018 when he transitioned to his current role as chairman emeritus and senior advisor.

Menachem Brenner is a professor of finance and a Bank and Financial Analysts Faculty Fellow at New York University Stern School of Business.

Salih Nur Neftçi was a leading expert in the fields of financial markets and financial engineering. He served many advisory roles in national and international financial institutions, and was an active researcher in the fields of finance and financial engineering. Neftçi was an avid and highly regarded educator in mathematical finance who was well known for a lucid and accessible approach towards the field.

Jianqing Fan is a statistician, financial econometrician, and data scientist. He is currently the Frederick L. Moore '18 Professor of Finance, Professor of Operations Research and Financial Engineering, Professor of Statistics and Machine Learning, and a former chairman of Department of Operations Research and Financial Engineering (2012–2015) and a former director of Committee of Statistical Studies (2005–2017) at Princeton University, where he directs both statistics lab and financial econometrics lab since 2008.

Colm Kearney (1954–2018) was an Irish economist and academic, who was dean of the Faculty of Business and Economics at Monash University, Melbourne, Australia, until 2017, shortly before his death on 28 March 2018.

Monika Piazzesi received her PhD in economics at Stanford University. She was a recipient of the Deutsche Studienstiftung ERP (1997–2000). She has been the Joan Kenney Professor of Economics at Stanford University since 2010. She is also a senior fellow at the Stanford Institute for Economic Policy Research. In 2005, when she was an assistant professor at the University of Chicago Business School, she received the Germán Bernácer Prize. She subsequently won the Elaine Bennett Research Prize. Her research focuses on asset pricing and time series econometrics, especially related to bond markets and the term structure of interest rates. She has published papers related to housing issues, asset prices and quantities, bond markets, interest rate and GDP. In 2023, she was elected to the National Academy of Sciences.

Thomas Philippon is a French economist and professor of finance at the New York University Stern School of Business.

Sérgio T. Rebelo is a Portuguese economist who is the current MUFG Bank Distinguished Professor of International Finance at the Kellogg School of Management in Illinois, United States. He is also a co-director of the Center for International Macroeconomics at Northwestern University.

<span class="mw-page-title-main">David I. Meiselman</span> American economist

David I. Meiselman was an American economist. Among his contributions to the field of economics are his work on the term structure of interest rates, the foundation today of the implementation of monetary policy by major central banks, and his work with Milton Friedman on the impact of monetary policy on the performance of the economy and inflation.

Pierre-Olivier Gourinchas is a French economist who has been the Chief Economist of the International Monetary Fund since 2022. Gourinchas is also the S.K. and Angela Chan Professor of Management at the University of California, Berkeley. At the University of California, he also directs the Clausen Center for International Business and Policy and is affiliated with the Haas School of Business. His research focuses on macroeconomics, in particular international macroeconomics and international finance. In 2008, Gourinchas received the Prize of the Best Young Economist of France.

Douglas W. "Doug" Mitchell was an American economist and polymath who made significant contributions in a wide variety of areas in economics and finance as well as in statistics and mathematics.

References