John Carrington Cox

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John Carrington Cox
Neoclassical economics
Born 1943 (age 70–71)
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. He was named Financial Engineer of the Year by the International Association of Financial Engineers[1] in 1998.

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