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The Rise of the Quants

Marschak, Sharpe, Black, Scholes, and Merton

  • Authors
  • Colin┬áRead

Part of the Great Minds in Finance book series (GMF)

Table of contents

  1. Front Matter
    Pages i-x
  2. Introduction

    1. Colin Read
      Pages 1-3
  3. A Roadmap to Resolve the Big Questions

  4. Jacob Marschak

    1. Front Matter
      Pages 7-7
    2. Colin Read
      Pages 9-15
    3. Colin Read
      Pages 16-18
    4. Colin Read
      Pages 19-27
    5. Colin Read
      Pages 28-34
    6. Colin Read
      Pages 35-39
  5. William Forsyth Sharpe, John Lintner, Jan Mossin, and Jack Treynor

    1. Front Matter
      Pages 41-41
    2. Colin Read
      Pages 43-54
    3. Colin Read
      Pages 55-60
    4. Colin Read
      Pages 61-68
    5. Colin Read
      Pages 69-74
    6. Colin Read
      Pages 75-80
  6. Fischer Black and Myron Scholes

    1. Front Matter
      Pages 81-81
    2. Colin Read
      Pages 83-95
    3. Colin Read
      Pages 96-108
    4. Colin Read
      Pages 109-116
    5. Colin Read
      Pages 117-124
    6. Colin Read
      Pages 125-131
  7. Robert Merton

    1. Front Matter
      Pages 133-133
    2. Colin Read
      Pages 135-145
    3. Colin Read
      Pages 146-151
    4. Colin Read
      Pages 152-156
    5. Colin Read
      Pages 157-162
    6. Colin Read
      Pages 163-174
  8. What We Have Learned

    1. Front Matter
      Pages 175-175
    2. Colin Read
      Pages 177-178
    3. Colin Read
      Pages 179-181
  9. Back Matter
    Pages 182-195

About this book

Introduction

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?'

Keywords

finance pricing science and technology trade

Bibliographic information

Industry Sectors
Finance, Business & Banking