Professor Johannes’s research analyzes the empirical content of fixed-income and derivative securities pricing models. He is particularly interested in developing econometric methods to investigate models with jumps and stochastic volatility. Johannes teaches the elective Capital Markets and Investments.
University Education
Ph.D., M.A., Department of Economics, University of Chicago, 2000.
B.S. Marquette University, summa cum laude, Phi Beta Kappa, 1995.
Academic Appointments
2012-present, Professor of Finance, Graduate School of Business, Columbia University.
2007-2011, Associate Professor of Finance (with tenure), Graduate School of Business,Columbia University.
2005 to 2007, Roger F. Murray Associate Professor of Finance, Graduate School of Business,Columbia University.
Spring 2006, Visiting Scholar, Graduate School of Business, Stanford University.
Fall 2005, Visiting Associate Professor of Finance, Kellogg Graduate School of Management,Northwestern University.
2004 to 2005, Associate Professor, Graduate School of Business, Columbia University.
2000 to 2004, Assistant Professor, Graduate School of Business, Columbia University
