2011 Hall of Fame
MOHAMED EL-ERIAN SPEECH
Fixed Income Analysts Society: Induction into Hall of Fame
April 14th, 2011
It’s a great pleasure and a huge honor to be here this evening.
Thank you Tom for your kind introduction. I have always known you to be an incredibly thoughtful and insightful person; that you are well read; and that somehow you manage to combine all this with elegance and poise. Now I also know that you are enormously generous.
It is an immense delight and a great honor to be inducted into the Fixed Income Hall of Fame. If you allow me, I would like to start my remarks this evening with one congratulation and three other thank-yous.
I would like to extend my heartfelt congratulations to Professor John Finnerty for his induction with me into the Hall of Fame this evening. John, we have long admired your work, especially on valuations and solvency. And it is not often that we come across someone with such a rich publication record of over 100 books and articles. Congratulations on your induction and thank you for your contributions to our industry.
JOHN D. FINNERTY, PH.D.
Professor of Finance, Fordham University
John D. Finnerty is Professor of Finance and the founding Director of the MS in Quantitative Finance Program at Fordham University. He was awarded early tenure in 1991 and received the Gladys and Henry Crown Award for Faculty Excellence in 1997. He served as the Director of the MS in Quantitative Finance Program from 2006 to 2008. Dr. Finnerty is also Managing Principal of Finnerty Economic Consulting, LLC, which is based in New York. His areas of specialization include business and securities valuation, solvency analysis, derivatives instruments, and calculation of damages.
Dr. Finnerty has published fourteen books and more than 90 articles and professional papers. His writings and teaching have focused on the analysis and valuation of fixed income securities, complex derivative products, mortgage-backed securities, and asset-backed securities. His most recent books include Corporate Financial Management, 4th edition, just published by Wohl Publishing, Project Financing: Asset-Based Financial Engineering, 2nd edition, published by Wiley, and Debt Management, published by Harvard Business School Press. His fixed income papers include “Exact Formulas for Pricing Bonds and Options When Interest Rate Diffusions Contain Jumps,” published in the Journal of Financial Research, “Regulatory Uncertainty and Financial Contagion: Evidence from the Hybrid Capital Securities Market,” just published as the lead article in the Financial Review, and a chapter entitled “Structured Notes and Credit-Linked Notes,” which is in the forthcoming 8th edition of Frank Fabozzi’s The Handbook of Fixed Income Securities.
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