

Research Expertise and Interest
mortgage markets, prepayment modeling, valuation, hedging, term structure modeling valuation of derivative securities, application of non-parametric estimation techniques, pricing of derivatives
Research Description
Richard Stanton is a Professor of Finance and Real Estate and holds the Kingsford Capital Management Chair in Business at Berkeley Haas. His main research interests are mortgage and lease markets, term structure modeling, mutual funds and risk management, and employee stock options (ESOs).