For other people with similar names, see Ed Schwartz (disambiguation).
Eduardo Saul Schwartz (born 1940) is a professor of finance at SFU's Beedie School of Business, where he holds the Ryan Beedie Chair in Finance. He is also a Distinguished Research Professor at the University of California, Los Angeles. He is known for pioneering research in several areas of finance, particularly derivatives.[1][2] His major contributions include: the real options method of pricing investments under uncertainty; the Longstaff–Schwartz model - a multi-factor short-rate model; the Longstaff-Schwartz method for valuing American options by Monte Carlo Simulation; the use of Finite difference methods for option pricing.
He has been faculty at the University of British Columbia and UCLA, and visiting at the London Business School, the University of California, Berkeley and the Universidad Carlos III in Madrid. His wide-ranging research has focused on different dimensions in asset and securities pricing. Topics in recent years include interest rate models, asset allocation issues, evaluating natural resource investments, pricing Internet companies, the stochastic behaviour of commodity prices, valuing patent-protected R&D projects and optimal carbon abatement strategies.
He has published more than 100 articles in finance and economics journals[3] and with Lenos Trigeorgis is an author of Real Options and Investment Under Uncertainty. He is the winner of a number of awards for both teaching excellence and for the quality of his published work. He has served as associate editor for over 20 journals, including Journal of Finance, Journal of Financial Economics and Journal of Financial and Quantitative Analysis. He is a past president of the Western Finance Association and the American Finance Association. He is a fellow of the American Finance Association and the Financial Management Association International. He is a research associate of the National Bureau of Economic Research.
He was awarded a Doctor Honoris Causa by the University of Alicante in Spain, by the Copenhagen Business School in Denmark, and by the Comillas Pontifical University in Spain, as well as a Catedra de Excelencia by the Universidad Carlos III in Madrid. He has also been a consultant to governmental agencies, banks, investment banks and industrial corporations.
Professor Schwartz received a B.Eng. (1963) in Industrial Engineering from the University of Chile, and an M.Sc. (1973) and Ph.D. (1975; supervisor: Michael Brennan) both in business administration from the University of British Columbia.
^Phelim Boyle (2001). Financial Engineering: Some Tools of the Trade, ch. 10 in Derivatives: The Tools That Changed Finance.
^Eduardo S. Schwartz Archived 2015-03-23 at the Wayback Machine, analysisgroup.com
Eduardo Saul Schwartz (born 1940) is a professor of finance at SFU's Beedie School of Business, where he holds the Ryan Beedie Chair in Finance. He is...
Finite difference methods were first applied to option pricing by EduardoSchwartz in 1977.: 180 In general, finite difference methods are used to price...
2018 Francis Longstaff 2017 Michael Brennan 2016 Hayne Leland 2015 EduardoSchwartz 2014 Martin L. Leibowitz 2013 Douglas T. Breeden 2012 Robert Litzenberger...
Longstaff Alan Marcus James A. Robinson Richard N. Rosett Anna SchwartzEduardoSchwartz Andrei Shleifer Richard Zeckhauser According to the NBER, they...
is best known as one of the authors of the Black–Scholes equation. EduardoSchwartz, (born 1940), American, pioneering research in the real options method...
pioneering academics in the field include Professors Michael Brennan, EduardoSchwartz, Avinash Dixit and Robert Pindyck (the latter two, authoring the pioneering...
Bartter. Finite difference methods for option pricing were due to EduardoSchwartz in 1977. Monte Carlo methods for option pricing were originated by...
Agency, and Competition (Oxford University Press, 1999), and, with EduardoSchwartz, Real Options and Investment Under Uncertainty (MIT Press, 2001). He...
Israel Schwartz was a man who, in 1888, claimed to have witnessed an assault on a London woman that is believed to be tied to the Jack the Ripper slayings...
released in March 1985. It is the only Dark Angel album to feature Jack Schwartz on drums, as Gene Hoglan replaced him as their drummer on subsequent albums...
Archived from the original on October 1, 2016. Retrieved September 30, 2016. Schwartz, Ryan (June 11, 2017). "Criminal Minds: Damon Gupton Out, Two Series Vets...
killing him. Gerald, a radio engineer, is interviewed by police Lieutenant Schwartz (Gravers) and Sergeant Krebs (Carlile) about the incident and Gerald's...
White David Styne Starring Nick Bollettieri Andre Agassi Cinematography Eduardo Enrique Mayén Edited by Michael X. Flores Jack Price Music by Jonathan...
Farmer, Patrick Pinney, Phil Proctor, Eric Darnell, Mickie McGowan, Gary Schwartz, Jerry Sroka, Carole Jeghers, Marty Sixkiller The Impostors Fox Searchlight...
original on February 24, 2016. Retrieved February 19, 2016. Vasconcellos, Eduardo (February 6, 2006). "GameSpy: Tales of Legendia". GameSpy. Archived from...
Aarons, Goran Dukić, Ernst Gossner, Chris Hanley, Irwin Keyes, Jonathan Schwartz, Jazzmun, Eddie Steeples, Mikal P. Lazarev, Aaron Mouser, Anatol Rezmeritza...
boker (Tel Aviv: Am Oved Publishers, 1950; 7th edition, 1966) by Shulamith Schwartz Nardi. Library of Congress Card Catalog Number: 66-17828. In 1966, Shazar...
however, aired on other networks as Season 4 Episode 22.[citation needed] Schwartz, Ryan (June 23, 2022). "CBS Sets Fall Premiere Dates for FBI, Ghosts, NCIS...
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