The Rise of the Quants Marschak, Sharpe, Black, Scholes and Merton |
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| Author:
| Read, Colin |
| Series title: | Great Minds in Finance Ser. |
| ISBN: | 978-0-230-27417-4 |
| Publication Date: | Jun 2012 |
| Publisher: | Palgrave Macmillan Limited
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| Book Format: | Hardback |
| List Price: | AUD $186.95 |
Book Description:
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The third book in theGreat Minds in Financeseries 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?'
The third book in theGreat Minds in Financeseries 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?'