|Title:||Assistant Professor of Finance|
|Office:||4013 Central Avenue Building|
|Hours:||Tuesday 2:30-5:30 and by appointment|
|Dept:||Martin Tuchman School of Management|
Ronald Sverdlove is an assistant professor of finance at New Jersey Institute of Technology’s Martin Tuchman School of Management. He holds a joint appointment in the Mathematics Department. He has written more than a dozen individual and joint publications on various aspects of pure and applied mathematics and finance. His teaching and research focuses on fixed income securities, theoretical and empirical corporate finance, and credit risk modeling. Current fields of research include debt seniority, the pricing of credit default swaps, and financial network formation.
He has taught mathematics at Southern Illinois University, the Claremont Colleges, and the University of Notre Dame. In addition, he has taught in the business schools at Rutgers University (Newark and New Brunswick), Rider University, and the C.W. Post campus of Long Island University. For more than 20 years, Sverdlove was a member of the technical staff at RCA Laboratories and its successor, the Sarnoff Corporation, where he developed computer models of electron beams for CRT design and worked as an applied mathematician on projects for government and industrial clients in a variety of areas, including image processing, drug discovery, and data compression.
• Ph.D., Finance, Rutgers University
• Master of Quantitative Finance, Rutgers University
• Ph.D., Mathematics, Stanford University
• M.A., Music, Stanford University
• A.B. Mathematics, Princeton University
• Fixed Income Securities
• Credit Risk Modeling
• Theoretical and Empirical Corporate Finance
• Financial Markets and Institutions
Publications & Projects
• Ravid, S. A., Sverdlove, R., and Goetzman, W. N. (2012). The pricing of Soft and Hard information- Economic Lessons from Screenplay Sales. Journal of Cultural Economics / Springer, forthcoming.
• Sverdlove, R., Chen, R.-r., Fabozzi, F. J. (2010). Corporate Credit Default Swap Liquidity and Its Implications for Corporate Bond Spreads. Journal of Fixed Income, 20(2), 31-57.
• Chen, R.-r., Pan, G.-g., Sverdlove, R., Fabozzi, F. J. (2006). Sources of Credit Risk: Evidence from Credit Default Swaps. Journal of Fixed Income, 16(3), 7-21.