List of quantitative analysts

• Kenneth Arrow, (1921–2017), 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, (1938–1995), American economist, famous for Black–Scholes equation. • Michael Brennan, (born 1942), co-designed the Brennan-Schwartz interest rate model, and pioneer of real options theory. • Vinzenz Bronzin (1872–1970), Italian mathematics professor; published option pricing formulae in 1908, as well as a formulation of put–call parity. • Phelim Boyle, (born 1941), (Irish physicist), initiated the use of Monte Carlo methods and Trinomial trees in option pricing. • John Carrington Cox, (born 1943), one of the inventors of the Cox-Ross-Rubinstein model. • Emanuel Derman, (born 1945), particle physicist, co-author of Black–Derman–Toy model. • Richard A. Epstein, (1927–2016), notable American game theorist and physicist. • Eugene Fama, (born 1939) American economist, work on portfolio theory and asset pricing, laureate Nobel Memorial Prize in Economic Sciences. • Victor Glushkov, (1923–1982), founding father of information theory in the Soviet Union. • Benjamin Graham, (1894–1976) American economist and professional investor and first proponent of value investing. • Myron J. Gordon, (1920–2010) American economist; noted for Gordon model. • Robert Haugen, (1942–2013) US financial economist and a pioneer in the field of quantitative investing and low-volatility investing. • Thomas Ho, author of the Ho–Lee model and key rate duration. • John C. Hull, noted for the Hull–White model. • Jonathan E. Ingersoll, (born 1949), one of the authors of the Cox–Ingersoll–Ross model of the yield curve. • Kiyoshi Itō, (1915–2008) 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 and credit risk model utilized in the financial field. • John Kelly, (1923–1965), American physicist, 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, (born 1956), known for the Longstaff-Schwartz interest rate model. • Frederick Macaulay, (1882–1970), Canadian-American economist, introduced the concept of Bond duration. • Harry Markowitz, (1927–2023), American economist, Nobel Memorial Prize in Economic Sciences. Pioneering work in Modern Portfolio Theory. • Benoît Mandelbrot, (1924–2010) was a French American mathematician, the father of fractal geometry. • Robert C. Merton, (born 1944), American economist, and laureate Nobel Memorial Prize in Economic Sciences. • John von Neumann, (1903–1957), Hungarian American mathematician made major contributions to a vast range of fields • Victor Niederhoffer, (born 1943), American, the father of Statistical arbitrage and of Market microstructure studies. • Stephen Ross, (1944–2017), American, known for initiating several important theories and models in financial economics. • Mark Rubinstein, (1944–2019), American, a senior academic in the field of finance, focusing on derivatives, particularly options. • Myron Scholes, (born 1941), Canadian-American, financial economist who is best known as one of the authors of the Black–Scholes equation. • Eduardo Schwartz, (born 1940), American, pioneering research in the real options method of pricing investments under uncertainty. • Claude Shannon, (1916–2001), American, mathematician, electronic engineer, and cryptographer known as "the father of Information Theory". • William F. Sharpe, (born 1934), American Nobel Memorial Prize in Economic Sciences, one of the originators of the Capital Asset Pricing Model. • Nassim Nicholas Taleb, (born 1960), Lebanon, considers himself less a businessman than an epistemologist of randomness. • Thales, (c. 624 BC – c. 546 BC), Greek, one of the Seven Sages of Greece, made the first recorded option trade. • Ed Thorp, (born 1932), American 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; see Vasicek model. ==Other well-known figures==