John Carrington Cox

American economist (born 1943) John Carrington CoxBorn1943 (age 82–83)Academic workDisciplineFinancial economicsSchool or traditionNeoclassical economicsNotable ideasBinomial options pricing modelCox–Ingersoll–Ross model John Carrington Cox is the Nomura Professor of Finance Emeritus 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. References ^ "Robert Litterman of Goldman Sachs Selected as the Recipient of the 2008 IAFE/SunGard Financial Engineer of the Year Award". Sys-Con. 6 January 2009. Archived from the original on 4 March 2016. Retrieved 1 December 2010. Works Cox, John C. and Mark Rubinstein, "Options Markets." Englewood Cliffs, NJ: Prentice Hall, 1985 External links Webpage at MIT