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Kristin Fink

Office 323 ZSH
Phone 540.568.8740
Email finkke@jmu.edu

Education

B.S. Ohio State University
M.A., Ph.D. University Of Virginia

Teaching

FIN360 Analytical Methods in Finance
FIN395 Mathematical Finance
FIN380 Derivatives

Recent publications

Fink, Kristin, Jason 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, Kristin, Jason 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, Jason, Fink, Kristin E., Albert, Michael (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

Dr. Kristin Fink's Vita