Robert Jarrow is a Professor at the Johnson Graduate School of Management, Cornell University and director of research at Kamakura Corporation.
Professor Jarrow is a co-creator of both the Heath-Jarrow-Morton model and the reduced form credit risk models. In commodities, his research was the first to distinguish between forward/futures prices, and he is the creator of the forward price martingale measure.
He has been the recipient of numerous prizes and awards including the CBOE Pomerance Prize for Excellence in the Area of Options Research, the Graham and Dodd Scrolls Award, the Bernstein Fabozzi/Jacobs Levy Award, and the 1997 IAFE/SunGard Financial Engineer of the Year Award. He is on the advisory board of Mathematical Finance- a journal he co-started in 1989. He serves on the board of directors of several firms and professional societies.
He is currently both an IAFE senior fellow and a FDIC senior fellow. In 2009 he was the winner of Risk Magazine's Lifetime Achievement Award. He is included in both the Fixed Income Analysts Society Hall of Fame and the Risk Magazine's 50 member Hall of Fame. He has written four books as well as over 160 publications in academic journals.