Jeff Fleming

Deputy Dean of Academic Affairs and Fayez Sarofim Vanguard Professorship of Finance

Jeff Fleming is Fayez Sarofim Vanguard Professor of Finance and Senior Associate Dean of Academic Affairs at the Jones Graduate School of Business at Rice University. He joined the Jones School faculty in 1993. He teaches courses on Futures and Options in the MBA program and a course on Financial Risk Management in the MBA program for executives. He received the Jones Graduate School Excellence in Teaching Award in 2000 and 2003. His research interests include option pricing, implied volatility, volatility modeling, and the role of information flow in financial markets. He has published research articles in the Journal of Finance, the Journal of Financial Economics, the Journal of Financial Econometrics, the Journal of Empirical Finance, and other top finance journals. Two of his papers were finalists for the Smith-Breeden Prize awarded annually by the Journal of Finance.

Teaching Interests: 

-Futures and options

Research Interests: 

-Derivative securities
-Volatility modeling