Associate Professor of Finance
Biography
Jun 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, her work has been focused on the credit market, including credit derivatives and the corporate bond market.
Web Site: http://web.mit.edu/junpan/www
Contact Information
Office: E52-435
Tel: 617-253-3083
Fax: 617-258-6855
E-mail: junpan@mit.edu
Support Staff
Name: Krista Johnson
Tel: 617-253-8318
E-mail: kristaj@mit.edu
Group(s)
Research Center(s)
General Expertise
Asia; Asia Pacific; China; Education; Research, academic; MBA; Financial services; Bond markets; Asset management and pricing; Bond pricing; Capital market; Derivatives; Futures; Investment risk; Options; Stock exchange; Stock market; Stock trading; Treasuries