The rise of the quants : Marschak, Sharpe, Black, Scholes, and Merton
著者
書誌事項
The rise of the quants : Marschak, Sharpe, Black, Scholes, and Merton
(Great minds in finance)
Palgrave Macmillan, 2012
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注記
Includes index
内容説明・目次
内容説明
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?'
目次
Preface to the Series Introduction A Roadmap to Resolve the Big Questions PART I:JACOB MARSCHAK The Early Years The Times The Theory Applications Life and Legacy PART II: WILLIAM FORSYTH SHARPE, JOHN LINTNER, JAN MOSSIN, AND JACK TREYNOR The Early Years The Times The Theory Applications The Nobel Prize, Life, and Legacy PART III:FISCHER BLACK AND MYRON SCHOLES The Early Years The Times The Theory 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 Conclusions Glossary Index Endnotes
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