School of Management Distinguished Professor of Finance
Professor of Finance
Jun Pan is the School of Management Distinguished Professor of Finance and a Professor of Finance at the MIT Sloan School of Management.
Pan researches derivatives markets, credit risk modeling, risk management, and the term structure of interest rates. She studies the impact of rare events on financial markets, as well as their implications for asset allocation. Her work also explores the informational transmission across the stock and options markets. Recently, Pan’s work has been focused on the credit market, including credit derivatives and the corporate bond market.
Pan holds a BS in physics from Shanghai Jiao Tong University, an MS in physics from Western Illinois University, a PhD in physics from New York University, and a PhD in finance from Stanford University.
General Expertise: Asia; Asia Pacific; Asset management and pricing; Bond markets; Bond pricing; Capital market; China; Derivatives; Education; Financial services; Futures; Investment risk; MBA; Options; Research, academic; Stock exchange; Stock market; Stock trading; Treasuries
For more background on this faculty member's research and academic initiatives, please visit the MIT Sloan faculty directory.
Office: E62-624
Tel: (617) 253-3083
Fax: 617-258-6855
E-mail: junpan@mit.edu
Bridgette Hayes
Tel: (617) 253-3386
E-mail: bhayes@mit.edu
http://mitsloan.mit.edu/faculty/publications.php?in_spseqno=41429&co_list=F