Dr. Jason Fink
Chandler/Universal Professor of Banking and Associate Professor of Finance
Ph.D., Economics, University of Virginia, 2002
M.A., Economics, University of Virginia, 2000
M.A., Economics, Florida State University, 1995
B.S., Economics, Florida State University, 1994
Current Courses Taught:
FIN405 Security Pricing
FIN480 Seminar in Financial Engineering
Fink, Jason, and Kristin Fink. "Do Seasonal Tropical Storm Forecasts Affect Crack Spread Prices?", Journal of Futures Markets, forthcoming.
Fink, Jason, Kristin Fink and Hui He. "Expected Idiosyncratic Volatility Measures and Expected Return", Financial Management, 41 (2012), 719-767 (Lead Article).
Fink, Jason, Kristin Fink, Gustavo Grullon and James Weston (2010). "What Drove the Increase in Idiosyncratic Volatility During the Internet Boom?" (with Kristin Fink, Gustavo Grullon and James Weston) , Journal of Financial and Quantitative Analysis, Vol. 45, pp. 1253-1278.
Fink, Jason, Kristin Fink and Allison Russell (2010). "When and How Do Tropical Storms Affect Markets? The Case of Refined Petroleum" Energy Economics, Vol. 32, pp. 1283 – 1290.
Fink, J. D., Fink, K. E., Albert, M. (2008). "Adaptive Mesh Modeling and Barrier Option Pricing Under a Jump-Diffusion Process," Journal of Financial Research, Vol. 31 No. 4 (Winter) pp. 381-408.
Fink, Jason, and Kristin Fink, (2006). "Monte Carlo Simulation for Advanced Option Pricing: A Simplifying Approach" The Journal of Applied Finance 16 (Fall/Winter), pp. 92-105.
Fink, Jason, Kristin Fink, and James Weston (2006). "Competition on the Nasdaq and the Growth of Electronic Communication Networks," The Journal of Banking and Finance, Vol. 30, pp. 2537 - 2559.
Fink, Jason, Kristin Fink, and Stephen Lange (2005). "The Use of Treasury Yield Level Information in the Hedging of Mortgage-Backed Securities," The Journal of Futures Markets, Vol. 25, pp. 661 - 678
College of Business Best Academic Research Publication Award, 2009
Faculty Research Grant, James Madison University, College of Business, Summer 2009
College of Business Best Academic Research Publication Award, 2008
Marriott Research Grant, Summer 2008
College of Business Best Academic Research Publication Award, 2006
Faculty Research Grant, James Madison University, College of Business, Summer 2006
Current and Recent Service:
Advisor, Quantitative Finance major
Department Library Representative, 2009-10
Department representative to the College of Business Personnel Advisory Committee (PAC), 2009-10
Chair, Department Personnel Advisory Committee (PAC)
Member, Program Committee, Financial Management Association, 2008-9
Member, Program Committee, Eastern Finance Association, 2008-9
Member, Program Committee, Southern Finance Association, 2005-6, 2008
Jason Fink's Vita