Hans Stoll
Encyclopedia
Hans Reiner Stoll is the Anne Marie and Thomas B. Walker, Jr. Professor of Finance and Director of the Financial Markets Research Center at Vanderbilt University
's Owen Graduate School of Management.
Stoll is credited with the first description in the "modern" literature of the put-call parity option pricing relationship ("The Relationship between Put and Call Option Prices"). He is also an important academic contributor to the study of market microstructure
. He has published several books and more than 60 articles, and is, or has been, associate editor of several finance journals.
He came to Vanderbilt in 1980 from the Wharton School of the University of Pennsylvania
where he had been a faculty member since 1966, and has held various other faculty positions as visiting professor or scholar. He served on various government and industry advisory panels. He has been a director of the Financial Management Association and the Institute for the Study of Security Markets, and was president of the American Finance Association
. Stoll was a visiting professor at the Board of Governors of the Federal Reserve System in 1968-69.
He received his A.B. in economics (1961) from Swarthmore College
, and his MBA (1963) and Ph.D.
(1966) from the University of Chicago
. In 2007, he received an honorary doctorate from Goethe University, Germany
.
Vanderbilt University
Vanderbilt University is a private research university located in Nashville, Tennessee, United States. Founded in 1873, the university is named for shipping and rail magnate "Commodore" Cornelius Vanderbilt, who provided Vanderbilt its initial $1 million endowment despite having never been to the...
's Owen Graduate School of Management.
Stoll is credited with the first description in the "modern" literature of the put-call parity option pricing relationship ("The Relationship between Put and Call Option Prices"). He is also an important academic contributor to the study of market microstructure
Market microstructure
Market microstructure is a branch of finance concerned with the details of how exchange occurs in markets. While the theory of market microstructure applies to the exchange of real or financial assets, more evidence is available on the microstructure of financial markets due to the availability of...
. He has published several books and more than 60 articles, and is, or has been, associate editor of several finance journals.
He came to Vanderbilt in 1980 from the Wharton School of the University of Pennsylvania
University of Pennsylvania
The University of Pennsylvania is a private, Ivy League university located in Philadelphia, Pennsylvania, United States. Penn is the fourth-oldest institution of higher education in the United States,Penn is the fourth-oldest using the founding dates claimed by each institution...
where he had been a faculty member since 1966, and has held various other faculty positions as visiting professor or scholar. He served on various government and industry advisory panels. He has been a director of the Financial Management Association and the Institute for the Study of Security Markets, and was president of the American Finance Association
American Finance Association
The American Finance Association is an academic organization whose focus is the study and promotion of knowledge of financial economics. It was formed in 1939...
. Stoll was a visiting professor at the Board of Governors of the Federal Reserve System in 1968-69.
He received his A.B. in economics (1961) from Swarthmore College
Swarthmore College
Swarthmore College is a private, independent, liberal arts college in the United States with an enrollment of about 1,500 students. The college is located in the borough of Swarthmore, Pennsylvania, 11 miles southwest of Philadelphia....
, and his MBA (1963) and Ph.D.
Ph.D.
A Ph.D. is a Doctor of Philosophy, an academic degree.Ph.D. may also refer to:* Ph.D. , a 1980s British group*Piled Higher and Deeper, a web comic strip*PhD: Phantasy Degree, a Korean comic series* PhD Docbook renderer, an XML renderer...
(1966) from the University of Chicago
University of Chicago
The University of Chicago is a private research university in Chicago, Illinois, USA. It was founded by the American Baptist Education Society with a donation from oil magnate and philanthropist John D. Rockefeller and incorporated in 1890...
. In 2007, he received an honorary doctorate from Goethe University, Germany
Germany
Germany , officially the Federal Republic of Germany , is a federal parliamentary republic in Europe. The country consists of 16 states while the capital and largest city is Berlin. Germany covers an area of 357,021 km2 and has a largely temperate seasonal climate...
.