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The Resource The rise of the quants : Marschak, Sharpe, Black, Scholes and Merton, Colin Read, (electronic resource)

The rise of the quants : Marschak, Sharpe, Black, Scholes and Merton, Colin Read, (electronic resource)

Creator
Contributor
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? "--
Language
eng
Work
Publication
Extent
1 online resource (195 p.)
Note
Made available online by ebrary
Contents
  • Part II.
  • William Forsyth Sharpe, John Lintner, Jan Mossin, and Jack Treynor: The early years
  • The times
  • The theory
  • Applications
  • Life and legacy
  • Part III.
  • Fischer Black and Myron Scholes: The early years
  • The times
  • The Black-Scholes options pricing theory
  • Introduction
  • Applications
  • The Nobel Prize, life, and legacy
  • Part IV.
  • Robert Merton: The early years
  • The times
  • The theory
  • Applications
  • The Nobel Prize, life, and legacy
  • Part V.
  • What We Have Learned: Combined contributions
  • A roadmap to resolve the big questions
  • Conclusions
  • Part I.
  • Jacob Marschak: The early years
  • The times
  • The theory
  • Applications
  • Life and legacy
Isbn
9781137026149
Instance
Label
The rise of the quants : Marschak, Sharpe, Black, Scholes and Merton
Title
The rise of the quants
Title remainder
Marschak, Sharpe, Black, Scholes and Merton
Statement of responsibility
Colin Read
Creator
Contributor
Provider
Subject
Genre
Language
eng
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? "--
Member of
Assigning source
Provided by publisher
Biography type
contains biographical information
Cataloging source
UKPGM
http://library.link/vocab/creatorDate
1959-
http://library.link/vocab/creatorName
Read, Colin
Illustrations
illustrations
Index
index present
LC call number
HG171
LC item number
.R339 2012eb (Online)
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
http://library.link/vocab/relatedWorkOrContributorName
ebrary
http://library.link/vocab/subjectName
  • BUSINESS & ECONOMICS / Economics / Theory
  • BUSINESS & ECONOMICS / Finance
  • BUSINESS & ECONOMICS / International / Economics
  • BUSINESS & ECONOMICS / Economic History
  • BUSINESS & ECONOMICS / Insurance / Risk Assessment & Management
  • Finance
  • Economics
  • Economists
  • Securities
  • BUSINESS & ECONOMICS / Investments & Securities / General
  • Economics
  • Economists
  • Finance
  • Securities
Label
The rise of the quants : Marschak, Sharpe, Black, Scholes and Merton, Colin Read, (electronic resource)
Instantiates
Publication
Note
Made available online by ebrary
Bibliography note
Includes bibliographical references and index
Contents
  • Part II.
  • William Forsyth Sharpe, John Lintner, Jan Mossin, and Jack Treynor: The early years
  • The times
  • The theory
  • Applications
  • Life and legacy
  • Part III.
  • Fischer Black and Myron Scholes: The early years
  • The times
  • The Black-Scholes options pricing theory
  • Introduction
  • Applications
  • The Nobel Prize, life, and legacy
  • Part IV.
  • Robert Merton: The early years
  • The times
  • The theory
  • Applications
  • The Nobel Prize, life, and legacy
  • Part V.
  • What We Have Learned: Combined contributions
  • A roadmap to resolve the big questions
  • Conclusions
  • Part I.
  • Jacob Marschak: The early years
  • The times
  • The theory
  • Applications
  • Life and legacy
Extent
1 online resource (195 p.)
Form of item
online
Isbn
9781137026149
Isbn Type
(electronic bk.)
Other physical details
ill.
Specific material designation
remote
Stock number
416232
System control number
  • (OCoLC)796997076
  • (OCoLC)ocn796997076
Label
The rise of the quants : Marschak, Sharpe, Black, Scholes and Merton, Colin Read, (electronic resource)
Publication
Note
Made available online by ebrary
Bibliography note
Includes bibliographical references and index
Contents
  • Part II.
  • William Forsyth Sharpe, John Lintner, Jan Mossin, and Jack Treynor: The early years
  • The times
  • The theory
  • Applications
  • Life and legacy
  • Part III.
  • Fischer Black and Myron Scholes: The early years
  • The times
  • The Black-Scholes options pricing theory
  • Introduction
  • Applications
  • The Nobel Prize, life, and legacy
  • Part IV.
  • Robert Merton: The early years
  • The times
  • The theory
  • Applications
  • The Nobel Prize, life, and legacy
  • Part V.
  • What We Have Learned: Combined contributions
  • A roadmap to resolve the big questions
  • Conclusions
  • Part I.
  • Jacob Marschak: The early years
  • The times
  • The theory
  • Applications
  • Life and legacy
Extent
1 online resource (195 p.)
Form of item
online
Isbn
9781137026149
Isbn Type
(electronic bk.)
Other physical details
ill.
Specific material designation
remote
Stock number
416232
System control number
  • (OCoLC)796997076
  • (OCoLC)ocn796997076

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