Mark Rubinstein
Mark Edward Rubinstein (born June 8, 1944 - † May 9, 2019 in Tiburon , California ) held the Paul Stephens Professorship for Applied Investment Analysis at the Haas School of Business at the University of California, Berkeley .
As a leading financial scientist, the focus of his work was on derivatives , especially options . He was best known for his work on the binomial model (also known as the Cox-Ross-Rubinstein model). In 1993 he was President of the American Finance Association . In 1995 he was named Financial Engineer of the Year by the International Association of Financial Engineers .
Rubinstein received a BA in Economics from Harvard University , an MBA in Finance from Stanford University, and a PhD in Finance from the University of California, Los Angeles .
Web links
- Berkeley Haas profiles
- Personal homepage
- Prof. Emeritus Mark Rubinstein, financial engineering pioneer, passes away
| personal data | |
|---|---|
| SURNAME | Rubinstein, Mark |
| ALTERNATIVE NAMES | Rubinstein, Mark Edward (full name) |
| BRIEF DESCRIPTION | American economist |
| DATE OF BIRTH | June 8, 1944 |
| DATE OF DEATH | May 9, 2019 |
| Place of death | Tiburon , California |