Research Summary
Research Summary
Derivative Securities
Description
Professor Chacko's research on financial engineering has addressed the valuation and application of derivative securities. Professor Chacko's research has looked at the pricing of a variety of derivative securities, including fixed-income securities. He has developed and estimated several models for option pricing and term structure models in the context of various applications. His work has primarily involved generalizing the vast literature on derivatives/fixed-income pricing and continuous-time econometrics.