Oldrich vasicek born

  • Oldrich vasicek born

    • Oldrich vasicek born 2...

    Oldrich vasicek born

  • Oldrich vasicek born
  • Oldrich vasicek born in berlin
  • Oldrich vasicek born 2
  • Oldrich vasicek publications
  • Oldrich vasicek born in germany

    • Oldřich Vašíček

    Oldřich Alfons Vašíček (Czech pronunciation:[ˈoldr̝ɪxˈalfonsˈvaʃiːt͜ʃɛk]; born 1942) is a Czech mathematician and quantitative analyst, best known for his pioneering work on interest rate modelling; see Vasicek model.

    Vašíček received his master's degree in math from the Czech Technical University, 1964, and a doctorate in probability theory from Charles University four years later. After the Soviet invasion of Czechoslovakia in 1968, he defected to America, settled in San Francisco, and found employment in the management science department of Wells Fargo Bank in January 1969.

    In 1989 Stephen Kealhofer, John McQuown and Oldřich Vašíček founded company KMV. In 2002 the three entrepreneurs sold the company to Moody's for $210 million.[1] In 2007, Moody's KMV was renamed to Moody's Analytics.[2]

    In 1970, Wells Fargo sponsored a conference that included Fischer Black and Myron Scholes, who had just begun thinking seriously about the pr