ISBN:
023027417X
,
9780230274174
,
9781137026125
Language:
English
Pages:
208 S.
,
Ill.
Edition:
Online-Ausg. 2011 Online-Ressource Palgrave connect. Economics and Finance collection Online-Ausg. Online-Ressource. ISBN 978-1-137-02614-9
Series Statement:
Great minds in finance
Parallel Title:
Print version The Rise of the Quants : Marschak, Sharpe, Black, Scholes and Merton
Keywords:
Business
;
Business enterprises Finance
;
Finance
;
Risk management
;
Economic theory
;
International economics
;
Economic sociology
Abstract:
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, answering the question 'how do we measure risk?'
Abstract:
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, answering the question 'how do we measure risk?'
Description / Table of Contents:
Cover; Contents; List of Figures; Preface to the Great Minds in Finance series; 1 Introduction; 2 A Roadmap to Resolve the Big Questions; Part I: Jacob Marschak; 3 The Early Years; 4 The Times; 5 The Theory; 6 Applications; 7 Life and Legacy; Part II: William Forsyth Sharpe, John Lintner, Jan Mossin, and Jack Treyner; 8 The Early Years; 9 The Times; 10 The Theory; 11 Applications; 12 Life and Legacy; Part III: Fischer Black and Myron Scholes; 13 The Early Years; 14 The Times; 15 The Black-Scholes Options Pricing Theory; 16 Applications; 17 The Nobel Prize, Life, and Legacy
Description / Table of Contents:
Part IV: Robert Merton18 The Early Years; 19 The Times; 20 The Theory; 21 Applications; 22 The Nobel Prize, Life, and Legacy; Part V: What We Have Learned; 23 Combined Contributions; 24 Conclusions; Notes; Glossary; Index
Note:
Description based upon print version of record
,
Online-Ausg. Online-Ressource. ISBN 978-1-137-02614-9
DOI:
10.1057/9781137026149
URL:
Volltext
(lizenzpflichtig)
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