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[1] in 1998.
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