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Andrew J. Morton

Andy joined Lehman Brothers in 1993 as head of Fixed Income Derivatives Research. In 2007 Andy was a co-developer of the Heath, Jarrow and Morton interest rate model, the widely-used framework for the valuation of interest rate derivatives. He holds a BA in Mathematics from the University of Waterloo and a PhD in Applied Probability from Cornell University.

Event Title Organization
CQA Fall 1994 Interest Rate Modeling Lehman Brothers