93:, was "the first work that popularized probabilistic and scientific methods in options, helping inaugurate the derivatives revolution." Along with fellow Berkeley finance professor Hayne E. Leland and adjunct professor John O'Brien, Rubinstein developed the
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financial product in 1976. (This strategy later became associated with the
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A History of the Theory of
Investments: My Annotated Bibliography
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Rubinstein was a senior and pioneering academic in the field of
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124:(MFE) Program, focused on equipping candidates with skills in
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85:-Rubinstein model), as well as his work on discrete time
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54:. He was the author of numerous papers and four books.
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348:"The Evolution of Portfolio Insurance"
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122:Master of Financial Engineering
75:binomial options pricing model
45:Journal of Financial Economics
16:American economist (1944–2019)
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109:" in 1990/92 working paper
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89:more generally. His book
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189:Lattice model (finance)
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32:Haas School of Business
20:Mark Edward Rubinstein
184:Implied binomial tree
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307:, by Mark Rubinstein
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95:portfolio insurance
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24:financial economist
353:2011-07-26 at the
268:Mark Rubinstein CV
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139:in economics from
51:Journal of Finance
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