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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.
John Carrington Cox | |
|---|---|
| Born | 1943 (age 80–81) |
| Nationality | American |
| Academic career | |
| Field | Financial economics |
| School or tradition | Neoclassical economics |
| Contributions | Binomial options pricing model Cox–Ingersoll–Ross model |
References
edit- ^ "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. Archived from the original on 4 March 2016. Retrieved 1 December 2010.
External links
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