Jason Wei
Department of Management
University of Toronto
Canada
Biography
Jason Wei is a Professor of Finance in the Department of Management at the University of Toronto Scarborough, with a cross-appointment to the Finance area at the Rotman School of Management. His early research was mainly on derivatives valuation and applications. His recent research is on empirical asset pricing, focusing on options liquidity and trading. He is currently on the editorial board of The Journal of Derivatives. He was the Finance Division Editor of the Canadian Journal of Administrative Sciences from 2005–2011. In addition to his teaching and research duties, Jason is active in various industry consulting activities and professional education programs. Jason Wei is a Professor of Finance in the Department of Management at the University of Toronto Scarborough, with a cross-appointment to the Finance area at the Rotman School of Management. His early research was mainly on derivatives valuation and applications. His recent research is on empirical asset pricing, focusing on options liquidity and trading. He is currently on the editorial board of The Journal of Derivatives. He was the Finance Division Editor of the Canadian Journal of Administrative Sciences from 2005–2011. In addition to his teaching and research duties, Jason is active in various industry consulting activities and professional education programs.
Research Interest
Derivatives (valuation, modeling and empirical testing) Weather Derivatives Credit Risk Liquidity Risk Stock Market Behaviour
