Электронная книга: Mark Rubinstein «A History of the Theory of Investments. My Annotated Bibliography»
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"This exceptional book provides valuable insights into the evolution of financial economics from the perspective of a major player."– Robert Litzenberger, Hopkinson Professor Emeritus of Investment Banking, Univ. of Pennsylvania; and retired partner, Goldman Sachs A History of the Theory of Investments is about ideas – where they come from, how they evolve, and why they are instrumental in preparing the future for new ideas.Author Mark Rubinstein writes history by rewriting history. In unearthing long-forgotten books and journals, he corrects past oversights to assign credit where credit is due and assembles a remarkable history that is unquestionable in its accuracy and unprecedented in its power. Exploring key turning points in the development of investment theory, through the critical prism of award-winning investment theory and asset pricing expert Mark Rubinstein, this groundbreaking resource follows the chronological development of investment theory over centuries, exploring the inner workings of great theoretical breakthroughs while pointing out contributions made by often unsung contributors to some of investment's most influential ideas and models. Издательство: "John Wiley&Sons Limited (USD)"
ISBN: 9780471787754 электронная книга Купить за 7804.74 руб и скачать на Litres |
Mark Rubinstein
Mark Edward Rubinstein is a leading financial economist and financial engineer. He is currently Professor of Finance at the Haas School of Business of the University of California, Berkeley, where he is involved in teaching courses in the Master of Financial Engineering (MFE) Program, an academic program that is focused on equipping candidates with skills in financial engineering for careers as financial quantitative analysts. Mark Rubinstein has been instrumental in building the Berkeley MFE program, considered by many as the number one financial engineering program in the US. The Berkeley MFE Program has been ranked #1 by Global Derivatives and named one of the top 10 quant schools by Advanced Trading magazine.
He is a senior academic in the field of finance, focusing on derivatives, particularly options, and is probably best known for his contributions to financial theory and practice such as portfolio insurance and the binomial options pricing model (also known as the Cox-Ross-Rubinstein model), as well as his work on discrete time stochastic calculus.
Along with fellow Berkeley finance professor Hayne E. Leland, Rubinstein developed the portfolio insurance financial product in 1976.[1] This strategy later became associated with the October 19, 1987, Stock Market Crash.
Rubinstein popularized the term "exotic option" in 1990/92 working paper "Exotic Options" (with Eric Reiner), with the term based either on exotic wagers in Horse racing, or due to the use of international terms such as "Asian option", suggesting the "exotic Orient".[2]
Professor Rubinstein was named "Financial Engineer of the Year" by the International Association of Financial Engineers in 1995, and served as President of the American Finance Association in 1993. He holds an AB in economics from Harvard University, an MBA in finance from Stanford University, and a PhD in finance from the University of California, Los Angeles.
See also
- Compound option
- Rainbow option
- Trinomial tree
References
- ^ The Evolution of Portfolio Insurance
- ^ Palmer, Brian (July 14, 2010), Why Do We Call Financial Instruments "Exotic"? Because some of them are from Japan., Slate, http://www.slate.com/id/2260463/
External links
- University of California, Berkeley faculty
- Living people
- Harvard University alumni
- Stanford Graduate School of Business alumni
- University of California, Los Angeles alumni
- Financial economists
- Jewish American scientists
- American economist stubs
Источник: Mark Rubinstein
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|---|---|---|---|---|---|
| Mark Rubinstein | A History of the Theory of Investments. My Annotated Bibliography | "This exceptional book provides valuable insights into the evolution of financial economics from the perspective of a major player."– Robert Litzenberger, Hopkinson Professor Emeritus of Investment… — John Wiley&Sons Limited (USD), электронная книга Подробнее... | 7804.74 | электронная книга |
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