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The Rise of the Quants

Marschak, Sharpe, Black, Scholes and Merton

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  • © 2012

Overview

Authors:
  1. Colin Read
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Part of the book series: Great Minds in Finance (GMF)

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Table of contents (24 chapters)

  1. Front Matter

    Pages i-x
    Download chapter PDF

  2. Introduction

    1. Introduction

      • Colin Read
      Pages 1-3

  3. A Roadmap to Resolve the Big Questions

    1. A Roadmap to Resolve the Big Questions

      • Colin Read
      Pages 4-6

  4. Jacob Marschak

    1. Front Matter

      Pages 7-7
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    2. The Early Years

      • Colin Read
      Pages 9-15

    3. The Times

      • Colin Read
      Pages 16-18

    4. The Theory

      • Colin Read
      Pages 19-27

    5. Applications

      • Colin Read
      Pages 28-34

    6. Life and Legacy

      • Colin Read
      Pages 35-39

  5. William Forsyth Sharpe, John Lintner, Jan Mossin, and Jack Treynor

    1. Front Matter

      Pages 41-41
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    2. The Early Years

      • Colin Read
      Pages 43-54

    3. The Times

      • Colin Read
      Pages 55-60

    4. The Theory

      • Colin Read
      Pages 61-68

    5. Applications

      • Colin Read
      Pages 69-74

    6. Life and Legacy

      • Colin Read
      Pages 75-80

  6. Fischer Black and Myron Scholes

    1. Front Matter

      Pages 81-81
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    2. The Early Years

      • Colin Read
      Pages 83-95

    3. The Times

      • Colin Read
      Pages 96-108

    4. The Black-Scholes Options Pricing Theory

      • Colin Read
      Pages 109-116

    5. Applications

      • Colin Read
      Pages 117-124
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About this book

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?'

About the author

COLIN READ is a professor of Economics and Finance, former dean of the School of Business and Economics at SUNY College at Plattsburgh, USA, and a columnist for the Plattsburgh New York Press Republican newspaper. He has a PhD in Economics, JD in Law, MBA, Masters of Taxation, and has taught Environmental and Energy Economics and Finance for 25 years. Colin's recent books include BP and the Macondo Spill: The Complete Story, The Fear Factor, Global Financial Meltdown: How We Can Avoid the Next Economic Crisis, The Rise and Fall of an Economic Empire: With Lessons for Aspiring Nations, and a book on international taxation. He has written dozens of papers on market failure, volatility, and the finance of housing markets, writes a weekly newspaper column, and appears monthly on a local PBS television show to discuss the regional and national economy. He has worked as a research associate at the Harvard Joint Center for Housing Studies and served the Ministry of Finance in Indonesia under contract from the Harvard Institute for International Development.

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