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- Oldřich_Vašíček abstract "Oldřich Alfons Vašíček (born 1942) is a Czech mathematician and quantitative analyst. He received his master's degree in math from the Czech Technical University, 1964, and a doctorate in probability theory from Charles University four years later.Vašíček left for America, settled in San Francisco, and found employment in the management science department of Wells Fargo Bank in January 1969.In 1970, that bank sponsored a conference that included Fischer Black and Myron Scholes, who had just begun thinking seriously about the problem of valuing stock options. Of course, their paper on that subject, timed so as to coincide with a related paper by Robert C. Merton, would revolutionize financial economics three years later. Even their preliminary thoughts at the 1970 conference excited Vašíček, who soon made related issues his own life's work.Vašíček's own breakthrough paper, describing the dynamics of the yield curve, appeared in the Journal of Financial Economics in 1977. In recognition of that paper, and subsequent work, the International Association of Financial Engineers named Vašíček its IAFE/Sungard Financial Engineer of the Year, in 2004.The mean-reverting short rate model he describes is commonly known as the Vasicek model.In 1989 Stephen Kealhofer, John McQuown and Oldřich Vašíček founded company KMV. In 2002 the three entrepreneurs sold the company to Moody's. In 2007, Moody's KMV was renamed to Moody's Analytics.Vašíček has received the Risk magazine Lifetime Achievement Award. He has been inducted into the Derivatives Strategy Hall of Fame, the Fixed Income Analysts Society Hall of Fame and the Risk Magazine Hall of Fame. Peter Carr, Head of Quantitative Financial Research at Bloomberg LP, included Vašíček's paper Probability of Loss on Loan Portfolio in book Derivatives Pricing: The Classic Collection, which was marketed as a selection of 19 most influential papers on quantitative finance.He plays the flute and is an avid windsurfer. He has three sons, one of whom is the screenwriter John Vasicek.".
- Oldřich_Vašíček birthDate "1942".
- Oldřich_Vašíček birthYear "1942".
- Oldřich_Vašíček wikiPageID "1540155".
- Oldřich_Vašíček wikiPageLength "3451".
- Oldřich_Vašíček wikiPageOutDegree "28".
- Oldřich_Vašíček wikiPageRevisionID "666370868".
- Oldřich_Vašíček wikiPageWikiLink Category:1942_births.
- Oldřich_Vašíček wikiPageWikiLink Category:American_people_of_Czech_descent.
- Oldřich_Vašíček wikiPageWikiLink Category:Czech_Technical_University_in_Prague_alumni.
- Oldřich_Vašíček wikiPageWikiLink Category:Financial_economists.
- Oldřich_Vašíček wikiPageWikiLink Category:Living_people.
- Oldřich_Vašíček wikiPageWikiLink Category:Place_of_birth_missing_(living_people).
- Oldřich_Vašíček wikiPageWikiLink Charles_University.
- Oldřich_Vašíček wikiPageWikiLink Charles_University_in_Prague.
- Oldřich_Vašíček wikiPageWikiLink Czech_Republic.
- Oldřich_Vašíček wikiPageWikiLink Czech_Technical_University_in_Prague.
- Oldřich_Vašíček wikiPageWikiLink Financial_economics.
- Oldřich_Vašíček wikiPageWikiLink Fischer_Black.
- Oldřich_Vašíček wikiPageWikiLink International_Association_of_Financial_Engineers.
- Oldřich_Vašíček wikiPageWikiLink John_Vasicek.
- Oldřich_Vašíček wikiPageWikiLink Journal_of_Financial_Economics.
- Oldřich_Vašíček wikiPageWikiLink Moodys.
- Oldřich_Vašíček wikiPageWikiLink Moodys_Analytics.
- Oldřich_Vašíček wikiPageWikiLink Moodys_Investors_Service.
- Oldřich_Vašíček wikiPageWikiLink Moodys_KMV.
- Oldřich_Vašíček wikiPageWikiLink Myron_Scholes.
- Oldřich_Vašíček wikiPageWikiLink Option_(finance).
- Oldřich_Vašíček wikiPageWikiLink Quantitative_analyst.
- Oldřich_Vašíček wikiPageWikiLink Risk_(magazine).
- Oldřich_Vašíček wikiPageWikiLink Risk_magazine.
- Oldřich_Vašíček wikiPageWikiLink Robert_C._Merton.
- Oldřich_Vašíček wikiPageWikiLink San_Francisco.
- Oldřich_Vašíček wikiPageWikiLink Short-rate_model.
- Oldřich_Vašíček wikiPageWikiLink Short_rate_model.
- Oldřich_Vašíček wikiPageWikiLink Stock_options.
- Oldřich_Vašíček wikiPageWikiLink The_Czech_Republic.
- Oldřich_Vašíček wikiPageWikiLink Vasicek_model.
- Oldřich_Vašíček wikiPageWikiLink Warsaw_Pact_invasion_of_Czechoslovakia.
- Oldřich_Vašíček wikiPageWikiLink Wells_Fargo.
- Oldřich_Vašíček wikiPageWikiLink Yield_curve.
- Oldřich_Vašíček wikiPageWikiLinkText "Oldrich Alfons Vasicek".
- Oldřich_Vašíček wikiPageWikiLinkText "Oldrich Vasicek".
- Oldřich_Vašíček wikiPageWikiLinkText "Oldřich Vašíček".
- Oldřich_Vašíček wikiPageWikiLinkText "Vašíček, Oldřich".
- Oldřich_Vašíček dateOfBirth "1942".
- Oldřich_Vašíček hasPhotoCollection Oldřich_Vašíček.
- Oldřich_Vašíček name "Vasicek, Oldrich".
- Oldřich_Vašíček shortDescription "Czech mathematician".
- Oldřich_Vašíček wikiPageUsesTemplate Template:Authority_control.
- Oldřich_Vašíček wikiPageUsesTemplate Template:CzechRepublic-scientist-stub.
- Oldřich_Vašíček wikiPageUsesTemplate Template:Europe-mathematician-stub.
- Oldřich_Vašíček wikiPageUsesTemplate Template:Persondata.
- Oldřich_Vašíček wikiPageUsesTemplate Template:Reflist.
- Oldřich_Vašíček description "Czech mathematician".
- Oldřich_Vašíček description "Czech mathematician".
- Oldřich_Vašíček subject Category:1942_births.
- Oldřich_Vašíček subject Category:American_people_of_Czech_descent.
- Oldřich_Vašíček subject Category:Czech_Technical_University_in_Prague_alumni.
- Oldřich_Vašíček subject Category:Financial_economists.
- Oldřich_Vašíček subject Category:Living_people.
- Oldřich_Vašíček subject Category:Place_of_birth_missing_(living_people).
- Oldřich_Vašíček type Agent.
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- Oldřich_Vašíček type Q215627.
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- Oldřich_Vašíček comment "Oldřich Alfons Vašíček (born 1942) is a Czech mathematician and quantitative analyst.".
- Oldřich_Vašíček label "Oldřich Vašíček".
- Oldřich_Vašíček sameAs Oldrich_Vasicek.
- Oldřich_Vašíček sameAs Oldrich_Vasicek.
- Oldřich_Vašíček sameAs m.058znc.
- Oldřich_Vašíček sameAs Васичек,_Олдрич_Альфонс.
- Oldřich_Vašíček sameAs Q3350250.
- Oldřich_Vašíček sameAs Q3350250.
- Oldřich_Vašíček wasDerivedFrom Oldřich_Vašíček?oldid=666370868.
- Oldřich_Vašíček givenName "Oldrich".
- Oldřich_Vašíček isPrimaryTopicOf Oldřich_Vašíček.
- Oldřich_Vašíček name "Oldrich Vasicek".
- Oldřich_Vašíček name "Vasicek, Oldrich".
- Oldřich_Vašíček surname "Vasicek".