John Carrington Cox is the Nomura Professor of Finance at the MIT Sloan School of Management. He is one of the world's leading experts on options theory and one of the inventors of the Cox–Ross–Rubinstein model for option pricing, as well as of the Cox–Ingersoll–Ross model for interest rate dynamics. He was named Financial Engineer of the Year by the International Association of Financial Engineers in 1998. References External links Webpage at MIT 1943 births Living people Academics from Houston Financial economists MIT Sloan School of Management faculty Fellows of the Econometric Society Economists from Texas 21st-century American economists