Dr. Thomas Ho
Dr. Thomas Ho is President of the Thomas Ho Company (THC), a leading financial engineering company based in New York. Dr. Ho is one of the industry’s leading financial engineers. Hereceived his PhD in Mathematics in 1978 from the University of Pennsylvania. After which he joined New York University’s Stern School of Business as Professor of Finance until 1990. Dr. Ho has published more than 65 articles in major financial journals. This list includes the Journal of Finance, the Journal of Derivatives, the Journal of Fixed Income, and the Journal of Portfolio Management.Dr. Ho is an Associate Editor of Journal of Derivatives and Journal of Investment Management. He is also an active and elected member of the US Financial Economists Roundtable and a board member of the Finance Mathematics Program, Courant Institute of Mathematics, New York University. Dr. Ho is the author of the Ho-Lee Model, the first arbitrage-free stochastic interest rate model, widely used in capital markets and asset/liability management. He is also the author of Key Rate Durations, the widely used interest rate risk measure for more than $12 trillion AUM, and an author of four finance books and co-author of four others, including The Oxford Guide to Financial Modeling.In 2008, Dr. Ho was featured in Bloomberg Markets Magazine as “The Mathematical Modeler” and named one of the most prolific authors in finance based on a study by Cooley and Heck, (Journal of Finance, 2003).