PT  - JOURNAL ARTICLE
AU  - Bo Young Chang
AU  - Kris Jacobs
AU  - Chayawat Ornthanalai
AU  - Stephen Figlewski
TI  - Remembering Peter Christoffersen (1967–2018)
AID  - 10.3905/jod.2018.26.1.109
DP  - 2018 Aug 31
TA  - The Journal of Derivatives
PG  - 109--111
VI  - 26
IP  - 1
4099  - https://pm-research.com/content/26/1/109.short
4100  - https://pm-research.com/content/26/1/109.full
AB  - 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