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Hace 1 día · · Robert Merton y Myron Scholes: Ganaron el Premio Nobel de Economía por su trabajo en la valoración de opciones y la gestión del riesgo. · Daniel Kahneman y Amos Tversky: Desarrollaron la Teoría Prospectiva, que explica cómo los individuos toman decisiones en situaciones de riesgo, desviándose de la Teoría de la Utilidad Esperada.
11 de may. de 2024 · Summary: Myron Scholes is a Canadian-American economist and professor renowned for his contributions, including the Black-Scholes model. This article delves into his early life, education, works, and the impact of the Black-Scholes model on options pricing.
Hace 3 días · Gracias al desarrollo de estas técnicas en los años 70, Fisher Black, Myron Scholes y Robert Merton idearon la teoría de la valoración de opciones en tiempo continuo que valió a dos de sus autores (Fisher Black falleció antes) el Premio Nobel de Economía en 1997.
16 de may. de 2024 · The most famous is the paper by Fischer Black and Myron Scholes, which showed how you could recreate a risk-free bond, synthetically, using call and put stock options and existing shares of the same stock; or more generally, if you had any two of the three, you could recreate the third, synthetically.
7 de may. de 2024 · Chi-fu Huang is a private investor who most recently founded Platinum Grove Asset Management (PGAM) with Nobel Laureate Myron Scholes, and served as CEO and CIO from 1999-2009 and Non-executive Chairman from 2010-2013. While he was CEO and CIO, PGAM was one of the largest fixed income relative value focused hedge funds in the world.
22 de may. de 2024 · The model's assumptions, closed-form solution, and implications for hedging and replication have had a lasting impact on finance, earning Myron Scholes the Nobel Prize in Economics in 1997 (shared with Robert Merton, who extended the model).
10 de may. de 2024 · Myron Scholes is a Canadian-American economist who received the Nobel Prize in economics in 1997 and developed the Black-Scholes option pricing model.
