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 |
|---|---|---|---|---|
| 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.
- 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