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This is a list of ''notable'' quantitative analysts (by ''surname''); see also List of financial economists. ==Pioneers== * Kenneth Arrow, (born August 23, 1921), American economist, Social choice theory. * Louis Bachelier, (1870–1946), French mathematician, Pioneer of financial mathematics. * Jacob Bernoulli, (1654-1705), Swiss mathematician, discovered the mathematical constant while studying Compound interest. * Fischer Black, (January 11, 1938 – August 30, 1995), American economist, famous for Black–Scholes equation. * Michael Brennan, co-designed the Brennan-Schwartz interest rate model, and pioneer of real options theory. * Phelim Boyle, (born 1941), (Irish), initiated the use of Monte Carlo methods and Trinomial trees in option pricing. * John Carrington Cox, one of the inventors of the Cox-Ross-Rubinstein model. * Emanuel Derman, co-author of Black-Derman-Toy model. * Richard A. Epstein, (born March 5, 1927), notable American game theorist. * Eugene Fama, (born February 14, 1939) American economist, work on portfolio theory and asset pricing, laureate Nobel Memorial Prize in Economic Sciences. * Victor Glushkov, (August 24, 1923 – January 30, 1982), founding father of information theory in the Soviet Union. * Benjamin Graham, (May 8, 1894 – September 21, 1976) American economist and professional investor and first proponent of value investing. * Myron J. Gordon, (October 15, 1920 – July 5, 2010) American economist; noted for Gordon model. * Robert Arthur Haugen, (born June 26, 1942, Chicago, Illinois),first academic article on the nature and power of the expected return factor model. * Thomas Ho, author of the Ho–Lee model and key rate duration. * John C. Hull, noted for the Hull-White model. * Jonathan E. Ingersoll, one of the authors of the Cox–Ingersoll–Ross model of the yield curve. * Kiyoshi Itō, (September 7, 1915 – November 10, 2008) was a Japanese mathematician whose work is now called Itō calculus. * Robert A. Jarrow, a co-creator of the Heath–Jarrow–Morton framework for pricing interest rate derivatives. * John Kelly, (1923–1965), American, Bell Labs scientist, best known for formulating the Kelly criterion. * Sang Bin Lee, author of the Ho–Lee model. * Martin L. Leibowitz, developed dedicated portfolio theory. * Francis Longstaff, known for the Longstaff-Schwartz interest rate model. * Frederick Macaulay, (1882-1970), Canadian-American economist, introduced the concept of Bond duration. * Harry Markowitz, (born August 24, 1927), American economist, Nobel Memorial Prize in Economic Sciences. Pioneering work in Modern Portfolio Theory. * Benoît Mandelbrot, (November 20, 1924 – October 14, 2010) was a French American mathematician, the father of fractal geometry. * Robert C. Merton, (born July 31, 1944), American economist, and laureate Nobel Memorial Prize in Economic Sciences. * John von Neumann, (December 28, 1903 – February 8, 1957), Hungarian American mathematician made major contributions to a vast range of fields * Victor Niederhoffer, (born December 10, 1943), American, the father of Statistical arbitrage and of Market microstructure studies. * Stephen Ross, American, known for initiating several important theories and models in financial economics. * Mark Rubinstein, American, a senior academic in the field of finance, focusing on derivatives, particularly options. * Myron Scholes, (born July 1, 1941), Canadian-American, financial economist who is best known as one of the authors of the Black–Scholes equation. * Eduardo Schwartz, American, pioneering research in the real options method of pricing investments under uncertainty. * Claude Shannon, (April 30, 1916 – February 24, 2001), American, mathematician, electronic engineer, and cryptographer known as "the father of Information Theory". * William F. Sharpe, American, (born June 16, 1934), Nobel Memorial Prize in Economic Sciences, one of the originators of the Capital Asset Pricing Model. * George Soros, Hungarian-American (born August 12, 1930), pioneered the concept of reflexivity. * Nassim Taleb, Lebanese, (born 1960), considers himself less a businessman than an epistemologist of randomness. * Thales, Greek, (c. 624 BC – c. 546 BC), one of the Seven Sages of Greece, made the first recorded option trade. * Ed Thorp, American, (born August 14, 1932, Chicago), author of Beat the Dealer, the first book to mathematically prove, in 1962, that the house advantage in blackjack could be overcome by card counting. * Alan White, noted for the Hull-White model. * Oldrich Vasicek, (born 1942), Czech, breakthrough paper, describing the dynamics of the yield curve. 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「List of quantitative analysts」の詳細全文を読む スポンサード リンク
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