JAKUB W. JUREK

 
 

Jakub W. Jurek joined the faculty at the Department of Economics at Princeton University in July 2008, and teaches courses on fixed income and asset pricing. His research focuses on theoretical and empirical finance, and emphasizes the role of market structure in price formation. Jakub’s recent research develops option-based methods for the valuation of collateralized debt obligations (CDOs) and models of market liquidity.


Jakub holds an undergraduate degree in Applied Mathematics and a Ph.D. in Business Economics, both from Harvard University. Prior to entering graduate school, he worked in the quantitative equity strategy groups at Goldman Sachs and AQR Capital Management, LLC. He has also served as a consultant to Grantham, Mayo, van Otterloo, LLC, a Boston-based investment management company, and the Harvard Management Company.

 

Biography

Jakub W. Jurek

  1. Bonds News: CDOs Resemble Economic Catastrophe Bonds (Reuters, October 4, 2007) 

  2. Ahead of the Tape: How Street Rode the Risk Ledge and Fell Over (The Wall Street Journal, August 7, 2007) 

  3. Strategies: Of Good Risk and Bad Risk (The New York Times, July 8, 2007) 

Press Coverage