John Carrington Cox
| John Carrington Cox | |
|---|---|
| Born | 1943 (age 72–73) |
| Nationality | United States |
| Field | Financial economics |
School or tradition | Neoclassical economics |
| Contributions |
Binomial 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.
References
- ↑ "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. Retrieved 1 December 2010.
External links
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