Thomas Ho (finance)

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Thomas Ho is a finance consultant, practitioner and academic. He is best known as developer of the Ho-Lee short rate model, the first arbitrage-free model of that type, and of key rate durations, a widely used interest rate risk measure. Named as one of the most prolific authors in finance,[1] he has published in major journals, and co-authored four books.

He is President of New York–based THC Financial Engineering (Thomas Ho Company, Ltd). He is Research Professor of Financial Markets, Owen Graduate School of Management, Vanderbilt University, and is a Board member of the Finance Mathematics Program, Courant Institute of Mathematical Sciences. [2] He is also an associate editor of several academic journals. From 1978 to 1990, he was Professor of Finance at New York University's Stern School of Business (full professor in 1985). He founded Global Advanced Technology (GAT) in 1987, and was an Executive Vice President of Barra, Inc. when the latter merged with GAT in 1997.

He received his Bachelor's in Mathematics from the University of Warwick in 1973, and his Ph.D. in Mathematics in 1978 from the University of Pennsylvania.[3]

Bibliography[edit]

  • Thomas S. Y. Ho; Sang-bin Yi (1 January 2005). Securities Valuation: Applications of Financial Modeling. Oxford University Press. ISBN 978-0-19-517275-1.
  • Thomas S. Y. Ho; Sang Bin Lee (15 January 2004). The Oxford Guide to Financial Modeling: Applications for Capital Markets, Corporate Finance, Risk Management and Financial Institutions. Oxford University Press. ISBN 978-0-19-972770-4.

External links and references[edit]