Mathematical Finance Program

About Dr. Fabozzi

Frank J. Fabozzi is a financial economist who is currently Professor of Practice at Johns Hopkins University's Carey Business School. He was previously on the finance faculty at EDHEC Business School and the Yale School of Management and has served as a visiting professor at MIT's Sloan School of Management, Princeton University, Carnegie Mellon University, and New York University. He earned his Ph.D. in Economics from CUNY. Dr. Fabozzi 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. He 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.

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