Haas School of Business

Faculty and Executive Leadership Directory
	Mark Garman Professor Emeritus Haas Finance Group Email: click on the envelope icon below for full email address Academic Status: Emeritus

Education

BS, Physics, Stanford University
MS, Industrial Administration, Carnegie Tech
PhD, Systems and Communications Sciences, Carnegie Mellon University

Selected Papers and Publications

"Improving on VaR." RISK 10, no. 10 (October 1997).
"Foreign Currency Option Values," with S. Kohlhagen. Journal of International Money and Finance 2, no. 3 (December 1983): 231-237.
"On the Estimation of Stock Price Volatilities from Historical Data," with M. Klass. Journal of Business 53, no. 1 (1980): 67-78, recently updated as "The Estimation of Security Price Volatility from Newspaper Data."
"Market Microstructure." Journal of Financial Economics 3 (1976): 257-275.
"A General Theory of Asset Valuation under Diffusion State Processes." Working Paper #50, IBER, Berkeley, 1977.
"Ending the Search for Component VaR." 1977.

Teaching

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Faculty and Executive Leadership Directory