John Carrington Cox

John Carrington Cox
Born 1943 (age 74–75)
Nationality United States
Field Financial economics
School or
tradition		 Neoclassical economics
Contributions Binomial options pricing model
Cox–Ingersoll–Ross model

John Carrington Cox is the Nomura Professor of Finance at the MIT Sloan School of Management. He is one of the world's leading experts on options theory and one of the inventors of the Cox–Ross–Rubinstein model for option pricing, as well as of the Cox–Ingersoll–Ross model for interest rate dynamics. He was named Financial Engineer of the Year by the International Association of Financial Engineers[1] in 1998.

References

  1. ↑ "Robert Litterman of Goldman Sachs Selected as the Recipient of the 2008 IAFE/SunGard Financial Engineer of the Year Award". Sys-Con. 6 January 2009. Retrieved 1 December 2010.


This article is issued from Wikipedia. The text is licensed under Creative Commons - Attribution - Sharealike. Additional terms may apply for the media files.