The rise of the quants : Marschak, Sharpe, Black, Scholes, and Merton

Colin Read

"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? "--

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Year of publication:	2012
Authors:	Read, Colin
Publisher:	Basingstoke, Hampshire [u.a.] : Palgrave Macmillan
Subject:	Ökonomische Ideengeschichte \| History of economic thought \| Finanzmarkt \| Financial market \| Portfolio-Management \| Portfolio selection \| Finanzmathematik \| Kreditmarkt \| Portfoliomanagement \| Quantitative Methode \| Geschichte 1937-1998
Description of contents:	Table of Contents [gbv.de] ; Description [netread.com] ; Description [swbplus.bsz-bw.de]

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Extent:	X, 195 S. graph. Darst. 23 cm
Series:	Great minds in finance
Type of publication:	Book / Working Paper
Language:	English
Notes:	Formerly CIP Uk. - Includes bibliographical references (p. 182-187) and index Machine generated contents note: -- 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. 201207
ISBN:	978-0-230-27417-4 ; 0-230-27417-X
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10009553273