Rise of the quants, the: marschak, sharpe, black, scholes and merton
Auteur :
Read, C.
Éditeur :
Palgrave Macmillan
ISBN :
9781349324330
Date de publication :
1 janv. 2012
Dimensions :
21,6 x 14,0 cm
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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?'