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John Carrington Cox

 
Wikipedia: John Carrington Cox
John Carrington Cox
Neoclassical economics
Birth 1943 (age 65–66)
Nationality United States
Field Financial economics
Contributions Binomial options pricing model
Cox-Ingersoll-Ross model

John Carrington Cox is the Nomura Professor of Finance at the MIT Sloan School of Management. He is one of the world's leading experts on options theory and one of the inventors of the Cox-Ross-Rubinstein model for option pricing, as well as of the Cox-Ingersoll-Ross model for interest rate dynamics.

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