Area(s) of Expertise:
pricing of derivatives
asset price equilibrium
financial econometrics
high-frequency hedge fund trading strategies
|
Expert Profile
Dr. Jay Muthuswamy is an associate professor in the Department of Finance. His research interests include the pricing of derivatives, asset price equilibrium, financial econometrics and high-frequency hedge fund trading strategies.
He has published research articles in multiple academic journals, including Journal of Finance, the Journal of Futures Market and the Review of Futures Market.
Muthuswamy, who earned his doctorate in finance from the University of Chicago and degrees from the London School of Economics, Stanford University and the University of Pennsylvania, joined Kent State in 2007, after an extensive academic career including time at Singapore Management University, Duke University and the University of Sydney.
Keywords: stock markets, financial systems
|
|