The rise of the quants
Subtitle: Marschak, Sharpe, Black, Scholes and Merton
By: Colin Read
Publisher: Palgrave Macmillan
Published: 2012
Place of publication: Houndmills, Basingstoke, Hampshire; New York
Language: eng
ISBN-13: 9780230274174
Subjects: BUSINESS & ECONOMICS / Economic History; Finance; Economists; BUSINESS & ECONOMICS / International / Economics; BUSINESS & ECONOMICS / Finance; BUSINESS & ECONOMICS / Economics / Theory; Economics; Securities; BUSINESS & ECONOMICS / Insurance / Risk Assessment & Management; History
Description: "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?  "--
Table of contents: title: Machine generated contents note:; title: 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.