About Kevin Foster
Kevin R Foster is a tenured Assistant Professor of Economics at The City College of New York as well as Deputy to the Dean of Social Science. With faculty in engineering, economics, and earth sciences, he leads an interdisciplinary research team in environmental entrepreneurship, which has received over three-quarters of a million dollars in funding. He has authored many articles in the area of finance and econometrics for academic and applied journals, as well as serving as an advisor to start-ups and private equity investment companies. Dr. Foster came to City College after receiving a Ph.D. from Yale University in 1998. He was an undergraduate at Bard College, NY.
Download Dr. Foster's CV.
Education
B.A., Bard College; M.A., Yale Univ., Ph.D.
Courses Regularly Taught
Economics B0000, Microeconomics (MA)
Greenproofing, a project in Environmental Entrepreneurship, with Jon Jelen (Econ), Federica Raia (Earth and Atmospheric Science), Reggie Blake (CityTech Civil Engineering), and Meg Wiley (Civil Engineering).
Publications
Several of the following articles are available on Dr. Foster's website.
Refereed Articles
Nusret Cakici and Kevin R Foster, "Implied Binomial Trees from the Historical Distribution," Risk, 15(8). (50%)
Nusret Cakici and Kevin R Foster, "Currency Option Smiles Constructed from Risk-Neutralized At-the-Money-Consistent Historical Distributions," Journal of Computational Finance, 6(1). (50%)
Kevin R Foster, "Downsizing: An Examination of the Consequences of Mass Layoffs" The Journal of Private Enterprise, 17(2), Spring 2002, 109-30.
Proceedings-Abstracts
Adriana Espinosa, Kevin R Foster, and Jay Jorgenson, "Implied Parameters for the Hyperbolic Distribution," Proceedings of the 2002 Conference of the Entrepreneurial Finance Association. (33%)
Book Chapters
Invited contribution of eight entries to the Encyclopedia of Capitalism, ed. Syed B. Hussain, Golson Books, in press.
Entries: George Akerlof, American Electric Power Company, AXA, Irving Fisher, Sir Roy Harrod, Gunnar Myrdal, Okun’s Law, James Tobin.
Papers Under Review
"Value at Risk for Interest Rate-Dependent Securities: A Nonparametric Two-Dimensional Kernel Approach," with Nusret Cakici, manuscript, The City College of New York. Paper under review.
“Using the Historical Distribution to Construct Implied Trees,” with Nusret Cakici, manuscript, The City College of New York. Paper under Review.
"Nonparametric Kernel Estimators of Stochastic Volatility and Higher Moments for Stock Option Pricing," with Nusret Cakici, manuscript, The City College of New York. Paper under review.
"Nonparametric Kernel Estimation and the Pricing of Interest Rate Derivatives," with Nusret Cakici, manuscript, The City College of New York. Paper under review.
"Risk-Neutralized At-the-Money-Consistent Historical Distributions in Option Pricing," with Nusret Cakici, manuscript, City College of New York. Paper under review.
Last Updated: 9/17/10
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