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John Carrington Cox

From Wikipedia, the free encyclopedia

John Carrington Cox
Born1943 (age 80–81)
NationalityAmerican
Academic career
FieldFinancial economics
School or
tradition
Neoclassical economics
ContributionsBinomial 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.

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Transcription

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. Archived from the original on 4 March 2016. Retrieved 1 December 2010.

External links


This page was last edited on 2 June 2023, at 11:03
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