The Rise of the Quants: Marschak, Sharpe, Black, Scholes and Merton

ISBN-13: 9781349324330 / Angielski / Miękka / 2012 / 195 str.

C. Read

Opis

The third book in the Great Minds in Finance series examines the pricing of securities and the risk/reward trade off through the legends, contribution, and legacies of Jacob Marschak, William Sharpe, Fischer Black and Myron Scholes, and Robert Merton, influencing both theory and practice, answering the question 'how do we measure risk?'

Spis treści

Preface to the Series Introduction A Roadmap to Resolve the Big Questions PART I:JACOB MARSCHAK The Early Years The Times The Theory Applications Life and Legacy PART II: WILLIAM FORSYTH SHARPE, JOHN LINTNER, JAN MOSSIN, AND JACK TREYNOR The Early Years The Times The Theory Applications The Nobel Prize, Life, and Legacy PART III:FISCHER BLACK AND MYRON SCHOLES The Early Years The Times The Theory Applications The Nobel Prize, Life, and Legacy PART IV: ROBERT MERTON The Early Years The Times The Theory Applications The Nobel Prize, Life, and Legacy PART V: WHAT WE HAVE LEARNED Combined Contributions Conclusions Glossary Index Endnotes

O autorze

COLIN READ is a professor of Economics and Finance, former dean of the School of Business and Economics at SUNY College at Plattsburgh, USA, and a columnist for the Plattsburgh New York Press Republican newspaper. He has a PhD in Economics, JD in Law, MBA, Masters of Taxation, and has taught Environmental and Energy Economics and Finance for 25 years. Colin's recent books include BP and the Macondo Spill: The Complete Story, The Fear Factor, Global Financial Meltdown: How We Can Avoid the Next Economic Crisis, The Rise and Fall of an Economic Empire: With Lessons for Aspiring Nations, and a book on international taxation. He has written dozens of papers on market failure, volatility, and the finance of housing markets, writes a weekly newspaper column, and appears monthly on a local PBS television show to discuss the regional and national economy. He has worked as a research associate at the Harvard Joint Center for Housing Studies and served the Ministry of Finance in Indonesia under contract from the Harvard Institute for International Development.