John C. Cox - Concepedia

Author

John C. Cox

Massachusetts Institute of Technology

Also Known As

J. C. Cox, JOHN C. COX, John C Cox, John C. Cox

Publications

27K

Citations

H-Index

Concepts

All Affiliations

Massachusetts Institute of Technology Stanford University Yale University University of California, Berkeley U.S. National Science Foundation

About

John C. Cox is an author at Massachusetts Institute of Technology specializing in business, finance, and asset pricing.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	16	16	24.3K
2	Economics	10	10	13.9K
3	Engineering	1	1	3K
4	Management	1	1	231
5	Accounting	1	1	231

John C. Cox

Publications

26.8K

Citations

H-Index

Page 1

	Year	Citations
A Theory of the Term Structure of Interest Rates John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross Econometrica Empirical FinanceMonetary PolicyEconomicsFinancial EconomicsAsset Pricing	1985	8.5K
Option pricing: A simplified approach John C. Cox, Stephen A. Ross, Mark Rubinstein Journal of Financial Economics Mathematical ProgrammingOption PricingAsset PricingForeign Exchange OptionDerivative Pricing	1979	6.1K
The valuation of options for alternative stochastic processes John C. Cox, Stephen A. Ross Journal of Financial Economics Option PricingEngineeringAsset PricingAlternative Stochastic ProcessesStochastic Processes	1976	3K
VALUING CORPORATE SECURITIES: SOME EFFECTS OF BOND INDENTURE PROVISIONS Fischer Black, John C. Cox The Journal of Finance	1976	2.5K
An Intertemporal General Equilibrium Model of Asset Prices John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross Econometrica Dynamic Economic ModelEconomicsBlack-scholes ModelFinancial EconomicsAsset Pricing	1985	2.1K
Optimal consumption and portfolio policies when asset prices follow a diffusion process John C. Cox, Chi-fu Huang Journal of Economic Theory Optimal ConsumptionEconomicsPortfolio OptimizationFinancial EconomicsAsset Pricing	1989	1.7K
The relation between forward prices and futures prices John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross Journal of Financial Economics Financial EconomicsForward PricesAsset PricingBusinessEconomic Analysis	1981	754
A Re‐examination of Traditional Hypotheses about the Term Structure of Interest Rates John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross The Journal of Finance EconomicsTerm Structure ModelMonetary TheoryMacroeconomicsInterest Rate Risk	1981	551
The Constant Elasticity of Variance Option Pricing Model John C. Cox The Journal of Portfolio Management Option PricingFinancial EconomicsAsset PricingDerivative PricingBusiness	1996	387
An Analysis of Variable Rate Loan Contracts John C. Cox, Jonathan E. Ingersoll, Stephen A. Ross The Journal of Finance EconomicsBusinessSecured TransactionFinancial ContractOptimal Contracting	1980	269

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