Education
University of Pennsylvania. University of Warwick.
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Thomas Ho
Edit ProfileCareer
He is best known as developer of the Ho-Lee short rate model, the first arbitrage-free model of that type, and of key rate durations, a widely used interest rate risk measure. Named as one of the most prolific authors in finance, he has published in major journals, and co-authored four books He is President of New York based THC Financial Engineering (Thomas Ho Company, Limited).
He is also an associate editor of several academic journals.
From 1978 to 1990, he was Professor of Finance at New York University"s Stern School of Business (full professor in 1985). He founded Global Advanced Technology (GAT) in 1987, and was an Executive Vice President of Barra, Incorporated. when the latter merged with GAT in 1997.
He received his Bachelor"s in Mathematics from the University of Warwick in 1973, and his Doctor of Philosophy in Mathematics in 1978 from the University of Pennsylvania (full scholarship).
Membership
He is Research Professor of Financial Markets, Owen Graduate School of Management, Vanderbilt University, and is a Board member of the Finance Mathematics Program, Courant Institute of Mathematical Sciences.
