Jun Pan

Associate Professor of Finance

Biography

Jun Pan

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