語系:
繁體中文
English
說明(常見問題)
回圖書館首頁
手機版館藏查詢
登入
回首頁
到查詢結果
[ subject:"Economists- History." ]
切換:
標籤
|
MARC模式
|
ISBD
The rise of the quants = Marschak, S...
~
Read, Colin, (1959-)
FindBook
Google Book
Amazon
博客來
The rise of the quants = Marschak, Sharpe, Black, Scholes and Merton /
紀錄類型:
書目-電子資源 : Monograph/item
正題名/作者:
The rise of the quants/ Colin Read.
其他題名:
Marschak, Sharpe, Black, Scholes and Merton /
作者:
Read, Colin,
出版者:
Houndmills, Basingstoke, Hampshire ;Palgrave Macmillan, : 2012.,
面頁冊數:
1 online resource.
附註:
Includes index.
內容註:
Preface to the Series -- Introduction -- A Roadmap to Resolve the Big Questions -- PART I:JACOB MARSCHAK -- The Early Years -- The Times -- The Theory -- Applications -- Life and Legacy -- PART II: WILLIAM FORSYTH SHARPE, JOHN LINTNER, JAN MOSSIN, AND JACK TREYNOR -- The Early Years -- The Times -- The Theory -- Applications -- The Nobel Prize, Life, and Legacy -- PART III:FISCHER BLACK AND MYRON SCHOLES -- The Early Years -- The Times -- The Theory -- Applications -- The Nobel Prize, Life, and Legacy -- PART IV: ROBERT MERTON -- The Early Years -- The Times -- The Theory -- Applications -- The Nobel Prize, Life, and Legacy -- PART V: WHAT WE HAVE LEARNED -- Combined Contributions -- Conclusions -- Glossary -- Index -- Endnotes.
標題:
BUSINESS & ECONOMICS / Economics / Theory. -
電子資源:
http://link.springer.com/10.1057/9781137026149
ISBN:
9781137026149 (electronic bk.)
The rise of the quants = Marschak, Sharpe, Black, Scholes and Merton /
Read, Colin,1959-
The rise of the quants
Marschak, Sharpe, Black, Scholes and Merton /[electronic resource] :Colin Read. - Houndmills, Basingstoke, Hampshire ;Palgrave Macmillan,2012. - 1 online resource.
Includes index.
Preface to the Series -- Introduction -- A Roadmap to Resolve the Big Questions -- PART I:JACOB MARSCHAK -- The Early Years -- The Times -- The Theory -- Applications -- Life and Legacy -- PART II: WILLIAM FORSYTH SHARPE, JOHN LINTNER, JAN MOSSIN, AND JACK TREYNOR -- The Early Years -- The Times -- The Theory -- Applications -- The Nobel Prize, Life, and Legacy -- PART III:FISCHER BLACK AND MYRON SCHOLES -- The Early Years -- The Times -- The Theory -- Applications -- The Nobel Prize, Life, and Legacy -- PART IV: ROBERT MERTON -- The Early Years -- The Times -- The Theory -- Applications -- The Nobel Prize, Life, and Legacy -- PART V: WHAT WE HAVE LEARNED -- Combined Contributions -- Conclusions -- Glossary -- Index -- Endnotes.
This is the third in a series of books about the 'great minds' in the history and theory of finance. The first book in the series examines the role of returns in our personal financial decisions. The second book adds risk and uncertainty to the mix. In the third book, Colin Read looks at the innovators who took the simple finance models of the 1940s and 1950s and developed from them the tools we use today to analyze the value of securities. These tools also revolutionized the study of finance and heralded in a new and distinctly American quant school of finance and decision making over time. This book chronicles the great minds who were transformational in taking the Ivory Tower to Wall Street. They answer the following questions: How do we measure risk? Can we standardize how our measure of risk affects a market-determined securities price? How does time affect the price path of a security? And, how does one determine the price of an option that derives its value based on the value of an underlying security? Finally, how can we use these tools to diversify our risk and optimize our portfolio? Their solutions to these questions transformed the static and theoretical world of economics into one that could cope with the quantification and time dynamic needs of modern finance. The author examines the pricing of securities and the risk/reward tradeoff through the legends, contribution, and legacies of Jacob Marschak, William Sharpe, Fischer Black and Myron Scholes, and Robert Merton. These Pricing Analysts provided us with the first effective models that allow the practitioner to price risk and the value of individual securities. They effectively bridged significant advances from the life cyclists in the 1940s and the portfolio theorists of the 1950s, and brought theory into practice. In doing so, these great minds forever established the relevancy of financial theory on the functioning of global financial markets. They also forever changed finance the clearly established the discipline as distinct from economics. This profound influence on both theory and practice is a hallmark of great minds. .
ISBN: 9781137026149 (electronic bk.)
Source: 416232Palgrave Macmillanhttp://www.palgraveconnect.comSubjects--Topical Terms:
1599127
BUSINESS & ECONOMICS / Economics / Theory.
Index Terms--Genre/Form:
542853
Electronic books.
LC Class. No.: HG171 / .R339 2012eb (Online)
Dewey Class. No.: 332.63/2042
The rise of the quants = Marschak, Sharpe, Black, Scholes and Merton /
LDR
:04820cmm 2200421Ka 4500
001
1313285
003
OCoLC
005
20121107094558.0
006
m d
007
cr cn|||||||||
008
231227s2012 enk ob 001 0deng d
019
$a
798795827
$a
808609244
020
$a
9781137026149 (electronic bk.)
020
$a
1137026146 (electronic bk.)
029
1
$a
DKDLA
$b
49571355
035
$a
(OCoLC)796997076
$z
(OCoLC)798795827
$z
(OCoLC)808609244
035
$a
ocn796997076
035
$a
1313285
037
$a
416232
$b
Palgrave Macmillan
$n
http://www.palgraveconnect.com
040
$a
UKPGM
$b
eng
$c
UKPGM
$d
IDEBK
$d
N$T
$d
E7B
$d
GPM
$d
OCLCQ
049
$a
TEFA
050
4
$a
HG171
$b
.R339 2012eb (Online)
072
7
$a
KF
$2
bicssc
072
7
$a
BUS
$x
036000
$2
bisacsh
082
0 4
$a
332.63/2042
$2
23
100
1
$a
Read, Colin,
$d
1959-
$3
1097829
245
1 4
$a
The rise of the quants
$h
[electronic resource] :
$b
Marschak, Sharpe, Black, Scholes and Merton /
$c
Colin Read.
260
$a
Houndmills, Basingstoke, Hampshire ;
$a
New York :
$b
Palgrave Macmillan,
$c
2012.
300
$a
1 online resource.
500
$a
Includes index.
505
0
$a
Preface to the Series -- Introduction -- A Roadmap to Resolve the Big Questions -- PART I:JACOB MARSCHAK -- The Early Years -- The Times -- The Theory -- Applications -- Life and Legacy -- PART II: WILLIAM FORSYTH SHARPE, JOHN LINTNER, JAN MOSSIN, AND JACK TREYNOR -- The Early Years -- The Times -- The Theory -- Applications -- The Nobel Prize, Life, and Legacy -- PART III:FISCHER BLACK AND MYRON SCHOLES -- The Early Years -- The Times -- The Theory -- Applications -- The Nobel Prize, Life, and Legacy -- PART IV: ROBERT MERTON -- The Early Years -- The Times -- The Theory -- Applications -- The Nobel Prize, Life, and Legacy -- PART V: WHAT WE HAVE LEARNED -- Combined Contributions -- Conclusions -- Glossary -- Index -- Endnotes.
520
$a
This is the third in a series of books about the 'great minds' in the history and theory of finance. The first book in the series examines the role of returns in our personal financial decisions. The second book adds risk and uncertainty to the mix. In the third book, Colin Read looks at the innovators who took the simple finance models of the 1940s and 1950s and developed from them the tools we use today to analyze the value of securities. These tools also revolutionized the study of finance and heralded in a new and distinctly American quant school of finance and decision making over time. This book chronicles the great minds who were transformational in taking the Ivory Tower to Wall Street. They answer the following questions: How do we measure risk? Can we standardize how our measure of risk affects a market-determined securities price? How does time affect the price path of a security? And, how does one determine the price of an option that derives its value based on the value of an underlying security? Finally, how can we use these tools to diversify our risk and optimize our portfolio? Their solutions to these questions transformed the static and theoretical world of economics into one that could cope with the quantification and time dynamic needs of modern finance. The author examines the pricing of securities and the risk/reward tradeoff through the legends, contribution, and legacies of Jacob Marschak, William Sharpe, Fischer Black and Myron Scholes, and Robert Merton. These Pricing Analysts provided us with the first effective models that allow the practitioner to price risk and the value of individual securities. They effectively bridged significant advances from the life cyclists in the 1940s and the portfolio theorists of the 1950s, and brought theory into practice. In doing so, these great minds forever established the relevancy of financial theory on the functioning of global financial markets. They also forever changed finance the clearly established the discipline as distinct from economics. This profound influence on both theory and practice is a hallmark of great minds. .
520
$a
"The third book in the Great Minds in Finance series examines the pricing of securities and the risk/reward trade off through the legends, contribution, and legacies of Jacob Marschak, William Sharpe, Fischer Black and Myron Scholes, and Robert Merton, influencing both theory and practice, enabling the question of how do we measure risk? "--
$c
Provided by publisher.
588
$a
Description based on print version record.
650
7
$a
BUSINESS & ECONOMICS / Economics / Theory.
$2
bisacsh
$3
1599127
650
7
$a
BUSINESS & ECONOMICS / Finance.
$2
bisacsh
$3
1598784
650
7
$a
BUSINESS & ECONOMICS / International / Economics.
$2
bisacsh
$3
1598911
650
7
$a
BUSINESS & ECONOMICS / Economic History.
$2
bisacsh
$3
1599128
650
7
$a
BUSINESS & ECONOMICS / Insurance / Risk Assessment & Management.
$2
bisacsh
$3
1599129
650
0
$a
Finance
$x
History.
$3
823985
650
0
$a
Economics
$x
History.
$3
577100
650
0
$a
Economists
$x
History.
$3
906371
650
0
$a
Securities.
$3
578029
650
7
$a
BUSINESS & ECONOMICS / Investments & Securities / General
$2
bisacsh
$3
1599130
655
7
$a
Electronic books.
$2
lcsh
$3
542853
776
0 8
$i
Print version:
$a
Read, Colin, 1959-
$t
Rise of the quants.
$d
Houndmills, Basingstoke, Hampshire ; New York : Palgrave Macmillan, 2012
$z
9780230274174
$w
(DLC) 2012022276
$w
(OCoLC)795687184
856
4 0
$3
Palgrave Connect
$u
http://link.springer.com/10.1057/9781137026149
938
$a
Ingram Digital eBook Collection
$b
IDEB
$n
372230
938
$a
ebrary
$b
EBRY
$n
ebr10578394
938
$a
EBSCOhost
$b
EBSC
$n
471635
994
$a
C0
$b
TEF
筆 0 讀者評論
館藏地:
全部
電子資源
出版年:
卷號:
館藏
1 筆 • 頁數 1 •
1
條碼號
典藏地名稱
館藏流通類別
資料類型
索書號
使用類型
借閱狀態
預約狀態
備註欄
附件
W9146079
電子資源
11.線上閱覽_V
電子書
EB HG171 .R339 2012eb (Online)
一般使用(Normal)
在架
0
1 筆 • 頁數 1 •
1
多媒體
評論
新增評論
分享你的心得
Export
取書館
處理中
...
變更密碼
登入