Deputy Dean of Academic Affairs
Fayez Sarofim Vanguard Professorship of Finance
Jeff Fleming is Fayez Sarofim Vanguard Professor of Finance and Deputy 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 microeconomics 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 Econometrics, the Journal of Financial Econometrics and the Journal of Empirical Finance, among others. Two of his papers were finalists for the Smith-Breeden Prize awarded annually by the Journal of Finance.
- Futures and options
- Derivative securities
- Volatility modeling