Resident Instruction Associate Teaching Professor of Finance; B.S. in Applied Mathematics from the University of Missouri-Rolla; M.B.A. with an emphasis in Finance from the University of Missouri; Ph. D. in Finance from the University of Missouri. Dr. Stansfield is interested in the valuation of path-dependent derivative securities and has coauthored a forthcoming publication in The Journal of Banking and Finance, "Valuing Lookback Options as Black-Scholes Straddles."
John J. Stansfield
“Repricing and Employee Stock Option Valuation,” C.J. Corrado, B.D. Jordan, T.J. Miller, and J.A. Stansfield, Journal of Banking and Finance 25, 2001, 1059-1082.
"Short Term Market Overreaction and the Bid-Ask Spread: An Empirical Investigation of NMS Securities," Journal of the Midwest Finance Association, Vol. 20, 1991, pp. 12-22. B. Jordan and J. Stansfield.