Where We Are
Faculty Information
 |
Abon Mozumdar |
Education |
Ph.D. (Finance), New York University, 1996 M.B.A. (Finance & Marketing), Indian Institute of Management, Calcutta, 1990 B.Tech. (Electrical Engineering), Indian Institute of Technology, Delhi, 1988 |
Primary Expertise |
Default Risk, Corporate Hedging, Swaps and Related Derivatives, Term Structure Modeling, Capital Structure, and the Sensitivity of Corporate Investment to Cash Flow. My teaching interests are in the areas of Corporate Finance, Financial Institutions, Fixed Income, and Derivatives. |
Courses Taught |
Interest Rates and Debt Markets, Interest Rates and Fixed Income, Introduction to Finance Theory. |
Publications |
Predictable Changes in Yields and Forward Rates, with David Backus, Silverio Foresi, and Liuren Wu. Journal of Financial Economics, March 2001. Corporate Hedging and Speculative Incentives: Implications for Swap Market Default Risk. Journal of Financial and Quantitative Analysis, June 2001. Foreign Currency Denominated Debt: An Empirical Examination, with Simi Kedia. Journal of Business, October 2003. Cash Flow, Investment, and Hedging, with George Allayannis. Forthcoming in the Journal of Banking and Finance. The Investment-Cash Flow Sensitivity Puzzle: Can Negative Cash Flow Observations Explain It?, with George Allayannis. Under review. Presented at the WFA conference, June 2001, Tucson. Some additional details are available in an earlier version. Default Risk of Interest Rate Swaps: Theory and Evidence. Under revision for resubmission. Financial Market Development and the Importance of Internal Cash: Evidence from International Data, with Saiyid Islam. Performance Impact of Employee Stock Options, with Simi Kedia. Firm Size, Debt Capacity, and the Pecking Order of Financing Choices, with Senay Agca. The Impact of Capital Market Imperfections on Investment-Cash Flow Sensitivity, with Senay Agca. |
Research |
My areas of research include Default Risk, Corporate Hedging, Swaps and Related Derivatives, Term Structure Modeling, Capital Structure, and the Sensitivity of Corporate Investment to Cash Flow. My teaching interests are in the areas of Corporate Finance, Financial Institutions, Fixed Income, and Derivatives. |
Course Links |
FIN 4124 (Interest Rates and Debt Markets)Username: finirdm / Password: finirdm FIN 5114 (Interest Rates and Fixed Income) Username: finirfis / Password: finirfis FIN 6004 (Introduction to Finance Theory)Username: finphd / Password: finphd |