| This biography of a living person does not cite any references or sources. Please help by adding reliable sources. Contentious material about living persons that is unsourced or poorly sourced must be removed immediately, especially if potentially libelous or harmful. (August 2008) Find sources: (John Carrington Cox – news, books, scholar) |
| 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.
References
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