Bob Kimmel received his Ph.D. from the University of Chicago in 2001. After several years at the Bendheim Center for Finance and the Department of Economics at Princeton University, he joined the Fisher College of Business in 2006. His research interests include non-linear models of the term structure of interest rates, estimation of continuous-time stochastic processes, and theoretical asset pricing models. He has taught undergraduate and graduate courses in fixed income, portfolio theory/asset management, and corporate finance.