University of California, Berkeley, Haas School of Business
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Mark Garman

Mark Garman

Professor Emeritus
Haas Finance Group
Email: click on the envelope icon below for full email address
Academic Status: Emeritus
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Academic Group Homepage: http://www.haas.berkeley.edu/finance/

 

Education

BS, Physics, Stanford University
MS, Industrial Administration, Carnegie Tech
Ph.D. Systems and Communications Sciences, Carnegie Mellon University

     

Selected Papers and Publications

  • Improving on VaR, RISK 10, 10, October 1997
  • Foreign Currency Option Values (with S. Kohlhagen), Journal of International Money and Finance 2,3, December 1983, pp. 231-237.
  • On the Estimation of Stock Price Volatilities from Historical Data (with M. Klass), Journal of Business 53, 1, 1980, pp. 67-78, recently updated as The Estimation of Security Price Volatility from Newspaper Data.
  • Market Microstructure, Journal of Financial Economics 3, 1976, pp. 257-275.
  • A General Theory of Asset Valuation under Diffusion State Processes, Working Paper #50, IBER, Berkeley, 1977.
  • Ending the Search for Component VaR, 1977

 

Teaching

  • Financial Investment Technology (FIT) Program, Berkeley Program in Finance



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