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The Journal of Derivatives

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Remembering Peter Christoffersen (1967–2018)

Bo Young Chang, Kris Jacobs, Chayawat Ornthanalai and Stephen Figlewski
The Journal of Derivatives Fall 2018, 26 (1) 109-111; DOI: https://doi.org/10.3905/jod.2018.26.1.109
Bo Young Chang
is a senior economist at Bank of Canada, Ottawa, in Ontario, Canada
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Kris Jacobs
is a professor of finance at the University of Houston in Houston, TX
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Chayawat Ornthanalai
is an associate professor of finance in the Rotman School of Management at University of Toronto in Toronto ON, Canada
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Stephen Figlewski
is a professor of finance at New York University, Stern School of Business in New York, NY
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Abstract

Peter Christoffersen passed away on June 22, 2018 at an early age. He was one of the most prolific and gifted researchers in the area of derivatives, combining a very strong theoretical background with an appreciation for the practical details of real world markets. He will be sorely missed. This memorial article provides a few general comments about his work and offers reminiscences about Peter as a researcher, a teacher, and a mentor from three of his coauthors and former students.

TOPICS: Derivatives, quantitative methods

  • © 2018 Pageant Media Ltd
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The Journal of Derivatives: 26 (1)
The Journal of Derivatives
Vol. 26, Issue 1
Fall 2018
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Remembering Peter Christoffersen (1967–2018)
Bo Young Chang, Kris Jacobs, Chayawat Ornthanalai, Stephen Figlewski
The Journal of Derivatives Aug 2018, 26 (1) 109-111; DOI: 10.3905/jod.2018.26.1.109

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Remembering Peter Christoffersen (1967–2018)
Bo Young Chang, Kris Jacobs, Chayawat Ornthanalai, Stephen Figlewski
The Journal of Derivatives Aug 2018, 26 (1) 109-111; DOI: 10.3905/jod.2018.26.1.109
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