James Bodurtha

Professor Bodurtha teaches derivative- and international financial market-related courses. His work has appeared in the Journal of Finance, the Journal of Derivatives and the Review of Financial Studies, as well as other scholarly and applied publications. He has developed the Philadelphia Stock Exchange Currency Options Database, and models for currency and interest rate risk management and associated claims valuation. This work and his other research have been funded by Ohio State, Michigan, The McDonough School of Business at Georgetown University, the Philadelphia Stock Exchange and Citibank grants. Prof. Bodurtha's work includes management education, feasibility studies, strategy formulation and risk management analyses for leading global financial institutions. He was also core Executive Education faculty in the Corporate Financial Management and Finance for the Non-Financial Manager seminars at the Michigan Business School. He was recipient of the Jules I. Bogen Fellowship, the AACSB-R.J. Reynolds Dissertation Fellowship, and the Herman E. Kroos Dissertation Award. He has also been on the faculties of New York University, The Ohio State University and The University of Michigan.

Education

• New York University - Ph.D.

Publications

Bodurtha, James. "Divergent FAS-133 and IAS 39 Interest Rate Risk Hedge Effectiveness: Problem and Remedies." Journal of Derivatives Accounting, 2, 1 (2005): 1-13.

James Bodurtha, Daniel B. Thornton. "FAS 133 Option Fiar Value Hedges: Financial-Engineering and Financial-Accounting Perspectives." Jounal of Derivatives, 10, 1 (2002): 62-79.

James Bodurtha, Martin Jermakyan. "Non-Parametric Estimation of an Implied Volatility Surface." Journal of Computational Finance (1999)

Budurtha, J.; Kim, D.S.; Lee, C.. "Closed-End Country Funds and U.S. Market-Sentiment." Review of Financial Studies, 8, 3 (1995): 879-918.