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Myron Scholes

Myron Samuel Scholes is a Canadian–American financial economist. Scholes is the Frank E. Buck Professor of Finance, Emeritus, at the Stanford Graduate School of Business, Nobel Laureate in Economic Sciences, and co-originator of the Black–Scholes options pricing model. This mathematical model, developed with Fischer Black, revolutionized finance by providing a systematic way to value options through the elimination of risk via dynamic hedging.

Biography
Early life and education Scholes was born to a Jewish family He earned his MBA at the Booth School of Business in 1964 and his Ph.D. in 1969 with a dissertation written under the supervision of Eugene Fama and Merton Miller. For the following years Scholes, Black and Merton undertook groundbreaking research in asset pricing, including the work on their famous option pricing model. At the same time, Scholes continued collaborating with Merton Miller and Michael Jensen. In 1973 he decided to move to the University of Chicago Booth School of Business, looking forward to work closely with Eugene Fama, Merton Miller and Fischer Black, who had taken his first academic position at Chicago in 1972. While at Chicago, Scholes also started working closely with the Center for Research in Security Prices, helping to develop and analyze its famous database of high frequency stock market data. In 1981 he moved to Stanford University, where he remained until he retired from teaching in 1996. Since then he holds the position of Frank E. Buck Professor of Finance Emeritus at Stanford. While at Stanford his research interest concentrated on the economics of investment banking and tax planning in corporate finance. ==Economic contributions==
Economic contributions
Theoretical Breakthrough: Solving the Warrant Problem (1973) Prior to the 1973 publication of "The Pricing of Options and Corporate Liabilities," researchers struggled to value options because it was assumed the price depended on the expected return of the underlying stock. Scholes and Black's breakthrough was the realization that in a continuous-time market, a riskless hedge can be maintained between the option and the stock. This led to the "Risk-Neutral" insight: the expected return of the stock drops out of the equation, replaced by the risk-free rate. The Black–Scholes Formula (1973) Scholes is most famous for the Black–Scholes formula, which provides a theoretical estimate of the price of European-style options: The Black–Scholes Formula :C = S_t N(d_1) - K e^{-r(T-t)} N(d_2) where :d_1 = \frac{\ln(S_t/K) + (r + \frac{\sigma^2}{2})(T-t)}{\sigma\sqrt{T-t}} :d_2 = d_1 - \sigma\sqrt{T-t} Variable Definitions:C: Price of the call option (Value for the Buyer). • S_t: Current price of the underlying stock (The "Plus" side asset). • K: Strike price (The "Minus" side cost/debt to be paid). • r: Risk-free interest rate. • T-t: Time until expiration (in years). • \sigma: Volatility of the stock returns. • N(\cdot): Cumulative normal distribution function. This formula is considered revolutionary because it provided the first mathematically sound method to price financial risk; by treating a company's equity as an option on its total assets, it allowed for the systematic valuation of corporate debt and the assessment of credit risk. Risk Management and "The Greeks" (1970s–1980s) The Black–Scholes model allows for the calculation of "Greeks"—sensitivities that describe how the option's value changes with respect to different parameters. Tax Planning: The Scholes–Wolfson Framework (1992) Scholes is a pioneer in the field of tax strategy, co-developing the Scholes–Wolfson Framework with Mark A. Wolfson. This framework moved tax research from simple "tax avoidance" to a holistic "Global Tax Planning" theory used in modern corporate finance and accounting. The framework is built on three pillars: • All Taxes: Planning must consider taxes at all levels (corporate, individual, and foreign). • All Parties: Transactions must be beneficial after considering the tax implications for both sides (contracting theory). • All Costs: Tax minimization is only optimal if the "non-tax costs" (like legal fees or financial reporting costs) do not outweigh the tax savings. Investment activity In 1990 Scholes became more involved directly with the financial markets. He went to Salomon Brothers as a special consultant, then becoming a managing director and co-head of its fixed-income-derivative group. The fund, which started operations with $1 billion of investor capital, performed extremely well in the first years, realizing annualized returns of over 40%. ==References==
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