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Eduardo Schwartz

Résumé
Eduardo Saul Schwartz (born 1940) is a professor of finance at SFU's Beedie School of Business, where he holds the Ryan Beedie Chair in Finance. He is also a Distinguished Research Professor at the University of California, Los Angeles. He is known for pioneering research in several areas of finance, particularly derivatives. His major contributions include: the real options method of pricing investments under uncertainty; the Longstaff–Schwartz model - a multi-factor short-rate model; the Longstaff-Schwartz method for valuing American options by Monte Carlo Simulation; the use of Finite difference methods for option pricing. He has been faculty at the University of British Columbia and UCLA, and visiting at the London Business School, the University of California, Berkeley and the Universidad Carlos III in Madrid.  His wide-ranging research has focused on different dimensions in asset and securities pricing.  Topics in recent years include interest rate models, asset allocation iss
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