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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Status	Format	Access	Call Number	Item Location
Request for On-site Use Request Scan How do I pick up this item and when will it be ready?	Book/Text	Request in advance	HG171 .R339 2012	Off-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.

Subject

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