John Carrington Cox

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. He was named Financial Engineer of the Year by the International Association of Financial Engineers in 1998. Provided by Wikipedia
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  1. 1
    Optimal execution for portfolio transactions
    by Fadeev, Alexander
    Published 2008
    Other Authors: “...John C. Cox....”
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  2. 2
    The municipal puzzle : a review of the literature
    by Dwek, Julian, 1974-
    Published 2005
    Other Authors: “...John C. Cox....”
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  3. 3
    Essays on dynamic models in financial economics
    by Pearson, Neil D. (Neil David)
    Published 2005
    Other Authors: “...John C. Cox....”
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  4. 4
    Essays on finance
    by Pierides, Ioannis Antonis
    Published 2005
    Other Authors: “...John C. Cox....”
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  5. 5
    Strategies to hedge the unique asset/liability GAP inherent to black-owned banks
    Other Authors: “...John C. Cox, Melvin King....”
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  6. 6
    Seisan! ... Ichi ... Ni ... San! : the kick of Design for Six Sigma in the automotive industry
    by Sabia, Tracy L., 1976-
    Published 2006
    Other Authors: “...Donald R. Sadoway and John C. Cox....”
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