Research Catalog

The rise of the quants : Marschak, Sharpe, Black, Scholes and Merton

Title
The rise of the quants : Marschak, Sharpe, Black, Scholes and Merton / Colin Read.
Author
Read, Colin, 1959-
Publication
Houndmills, Basingstoke, Hampshire ; New York : Palgrave Macmillan, 2012.

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StatusFormatAccessCall NumberItem Location
Book/TextRequest in advance HG171 .R339 2012Off-site

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Details

Description
x, 195 pages : illustrations; 23 cm.
Summary
"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, enabling the question of how do we measure risk? "--
Series Statement
Great minds in finance
Uniform Title
Great minds in finance.
Subjects
Bibliography (note)
  • Includes bibliographical references and index.
Contents
Machine generated contents note: -- Preface to the SeriesIntroductionA Roadmap to Resolve the Big QuestionsPART I:JACOB MARSCHAKThe Early Years The Times The TheoryApplicationsLife and LegacyPART II: WILLIAM FORSYTH SHARPE, JOHN LINTNER, JAN MOSSIN, AND JACK TREYNORThe Early YearsThe TimesThe TheoryApplicationsThe Nobel Prize, Life, and LegacyPART III:FISCHER BLACK AND MYRON SCHOLESThe Early YearsThe TimesThe TheoryApplicationsThe Nobel Prize, Life, and LegacyPART IV: ROBERT MERTONThe Early YearsThe TimesThe TheoryApplications The Nobel Prize, Life, and LegacyPART V: WHAT WE HAVE LEARNEDCombined Contributions Conclusions GlossaryIndex Endnotes.
ISBN
  • 9780230274174
  • 023027417X
LCCN
  • 2012022276
  • 99949625892
OCLC
  • ocn795687184
  • 795687184
  • SCSB-5648956
Owning Institutions
Columbia University Libraries