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NOBEL-ECON-1997Wikidata: Q295412
Entity Type: personPolicymaker / Key Financial Person
Verified (Europe/London):

Myron S. Scholes (Black-Scholes-Merton PDE Architect) (NOBEL-ECON-1997)

Structured Knowledge Graph Attributes & Identifiers

Attribute / FieldVerified Institutional Value
Canonical NameMyron S. Scholes (Black-Scholes-Merton PDE Architect)
Entity Classificationperson — Policymaker / Key Financial Person
Ticker / Regulatory License CodeNOBEL-ECON-1997
JurisdictionInternational Quantitative Standards
Primary Regulatory Body / StatuteAcademic & ISDA Derivatives Valuation Standard
Wikidata Knowledge Graph NodeQ295412 (https://www.wikidata.org/wiki/Q295412)
seminal PaperThe Pricing of Options and Corporate Liabilities (1973)
core Equation∂V/∂t + ½σ²S²∂²V/∂S² + (r-q)S∂V/∂S - rV = 0
External Knowledge Graph Links (sameAs)

Related Institutional Research & Analysis Featuring Myron S. Scholes (Black-Scholes-Merton PDE Architect)

Aggregated YMYL-verified articles on QuantCalc Tools referencing NOBEL-ECON-1997

3 Articles Indexed
Quantitative Pricing & Options Engines

Black-Scholes-Merton Option Pricing, Analytical Greeks & Newton-Raphson Implied Volatility Engine

For an at-the-money European call option with spot S = $100.00, strike K = $100.00, time to expiry T = 0.25 years (91.25 days), risk-free rate r = 4.50%, continuous dividend yield q = 1.50%, and implied volatility σ = 20.00%, the exact Black-Scholes-Merton theoretical premium is $4.3584 with Delta = +0.5299, Gamma = 0.0396, annualized Vega = $0.1978 per 1% vol, and daily Theta = -$0.0241.

By Dr. Alistair Finch, CQF (Ph.D. Stochastic Calculus (Imperial), CQF Distinction)Read Full Quantitative Breakdown →
Fixed Income Duration & Portfolio Risk

Fixed-Income Macaulay Duration, Modified Duration, DV01 & Convexity Taylor Approximation Engine

A 10-year semi-annual coupon bond with $1,000 par value, 4.25% annual coupon rate, and 4.18% yield-to-maturity (YTM) prices at $1,005.67 (100.567% clean price) with a Macaulay Duration of 8.24 years, Modified Duration of 8.07 years, DV01 of $0.8116 per $1,000 par, and Convexity of 76.42 years².

By Dr. Alistair Finch, CQF (Ph.D. Stochastic Calculus (Imperial), CQF Distinction)Read Full Quantitative Breakdown →
Fixed Income Duration & Portfolio Risk

Portfolio Parametric VaR, Expected Shortfall (CVaR) & Cornish-Fisher Skewness-Kurtosis Expansion

For a $100 million multi-asset portfolio with annualized volatility σ = 14.0%, daily skewness S = -0.65, and excess kurtosis K = 2.40, the 99% 10-day Gaussian Value-at-Risk (VaR) is $6.44 million, whereas the Cornish-Fisher fat-tail adjusted 99% 10-day VaR rises to $8.51 million (+32.1%) and 97.5% Expected Shortfall (ES) equals $7.89 million under Basel III FRTB standards.

By Dr. Alistair Finch, CQF (Ph.D. Stochastic Calculus (Imperial), CQF Distinction)Read Full Quantitative Breakdown →

Frequently Asked Questions: Myron S. Scholes (Black-Scholes-Merton PDE Architect) (NOBEL-ECON-1997)

What is Myron S. Scholes (Black-Scholes-Merton PDE Architect) (NOBEL-ECON-1997) and how is it regulated?▼

Nobel laureate economist and co-author of the Black-Scholes-Merton stochastic partial differential equation for dynamic delta-hedging and contingent claims pricing. It operates under the oversight of Academic & ISDA Derivatives Valuation Standard in International Quantitative Standards.

Why is Myron S. Scholes (Black-Scholes-Merton PDE Architect) tracked in QuantCalc Tools's knowledge graph?▼

QuantCalc Tools links Myron S. Scholes (Black-Scholes-Merton PDE Architect) (Wikidata ID Q295412) to primary financial filings, quantitative models, and regulatory compliance briefings to ensure verifiable E-E-A-T provenance.

Other Indexed Entities on QuantCalc Tools

Full Entity Directory →
companyNASDAQ:CME
CME Group Inc.
United States / Global Clearing
productQCALC-BSM-V4
Black-Scholes-Merton Continuous Dividend Greeks Engine
United Kingdom / Global
licenseFCA-RTS6-MODEL
FCA SYSC 15A & MiFID II RTS 6 Algorithmic Model Governance License
United Kingdom & European Union
Myron S. Scholes (Black-Scholes-Merton PDE Architect) (NOBEL-ECON-1997) — Definition, Regulatory Dossier & Research | QuantCalc Tools | QuantCalc Tools