Derivatives Applications in Asset Management

Frank J. Fabozzi has authored and edited many books on asset management. He received the CFA Institute Research Foundation’s James R. Vertin Award in 2015 and the C. Stewart Sheppard Award in 2007. In 2002, Frank was inducted into the Fixed Income Society’s Hall of Fame.  From 1988-2023, he served on the board of directors of the BlackRock fixed income complex. Frank earned an MA and a BA in economics in 1970 from the City College of New York and was elected to Phi Beta Kappa in 1969. He earned a PhD in economics in 1972 from the Graduate Center of the City University of New York and was awarded an honorary doctorate of humane letters (LHD) in 1994 from Nova Southeastern University, He holds two professional designations: Chartered Financial Analyst (1977) and Certified Public Accountant (1982).

Marielle de Jong is an associate professor in finance at the Grenoble Ecole de Management, Paris, France (GEM) since 2020. She teaches portfolio management, fixed income, and sustainable investing. She holds an MSc in econometrics from Rotterdam Erasmus University, an MSc in operational research from Cambridge University, and a PhD in finance from Aix-Marseille University. She is editor-in-chief of the Journal of Asset Management, academic director of the US doctoral program (DBA) at GEM, and research fellow of the Louis Bachelier Institute. Prior to becoming a professor, Marielle worked in the investment management industry for 25 years, in the City of London and in Paris. From 2011 to 2020, she headed the fixed-income quant research team at Amundi.