Tibor Jánosi Visiting Assistant Professor, Computer Science I have moved to Cornell's Samuel Curtis Johnson Graduate School of Management, where I will be a Visiting Assistant Professor of Finance; I expect to teach Derivatives, Business Modeling, and Financial Databases. My new web page and updated contact info is available here.

Teaching

• CS522: Computational Tools and Methods in Finance;
• CS312: Datastructures and Functional Programming;
• CS381: Introduction to Theory of Computing;
• NBA629: Advanced Excel and Business Modeling;
• CS631: Multimedia (only the part on image and video compression algorithms and standards);
• CS421: Numerical Analysis (partially).

Research

• Tibor Janosi, Robert Jarrow, Yildiray Yildirim: Estimating expected losses and liquidity discounts implicit in debt prices, Journal of Risk 5, 1-38, 2002.
  Also published in Jorion, Phillippe (Ed.): Innovations in Risk Management. Seminal Papers from the Journal of Risk, Risk Books, 2004, ISBN 978-1-904339-28-X.
• Tibor Janosi, Robert Jarrow, Yildiray Yildirim: Estimating default probabilities implicit in equity prices, Journal of Investment Management, 1, 178-203, 2003.
• Tibor Janosi, Robert Jarrow, and Ferdinando Zullo: An empirical analysis of the Jarrow-van Deventer model for valuing non-maturity deposits, The Journal of Derivatives 7, 8-32, 1999.

Ph.D. Thesis:

Contact: