Francis Longstaff

Francis Longstaff is a Distinguished Professor of Finance and holds the Allstate Chair in Insurance and Finance at the University of California, Los Angeles, Anderson School of Management. His research interests include fixed income markets, derivative markets, credit risk, computational finance, liquidity effects, and arbitrage in financial markets. Longstaff has published extensively in academic and practitioner journals, with many of his valuation models widely used on Wall Street and in global financial markets. He has also worked in various financial roles, including as head of fixed income derivative research at Salomon Brothers Inc. and as a management consultant at Deloitte and Touche.

Francis Longstaff is a researcher at UCLA whose work focuses on financial markets, particularly in the areas of fixed-income securities, credit risk, and interest rate modeling. His research explores the valuation of complex financial instruments such as options, corporate bonds, and credit default swaps. Longstaff has contributed to understanding the impact of liquidity, default risk, and market behavior on asset pricing. His studies often integrate empirical analysis with theoretical models to address challenges in financial markets, including the effects of systemic risk and arbitrage opportunities. His work has significant implications for both academic research and practical applications in finance.