TY - JOUR T1 - Remembering Peter Christoffersen (1967–2018) JF - The Journal of Derivatives SP - 109 LP - 111 DO - 10.3905/jod.2018.26.1.109 VL - 26 IS - 1 AU - Bo Young Chang AU - Kris Jacobs AU - Chayawat Ornthanalai AU - Stephen Figlewski Y1 - 2018/08/31 UR - https://pm-research.com/content/26/1/109.abstract N2 - Peter Christoffersen passed away on June 22, 2018 at an early age. He was one of the most prolific and gifted researchers in the area of derivatives, combining a very strong theoretical background with an appreciation for the practical details of real world markets. He will be sorely missed. This memorial article provides a few general comments about his work and offers reminiscences about Peter as a researcher, a teacher, and a mentor from three of his coauthors and former students.TOPICS: Derivatives, quantitative methods ER -