Oldrich A. Vasicek

About Author

OLDRICH ALFONS VASICEK works in mathematical finance, particularly on the development of quantitative models of firms, financial instruments, and financial markets. He was a founding partner of KMV Corporation, a firm pioneering the use of structural models for credit valuation. He is an inductee into the Derivatives Strategy Hall of Fame, the Fixed Income Analysts Society Hall of Fame, and the Risk Magazine Hall of Fame.

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