John C. Cox is the Nomura Professor of Finance at the MIT Sloan School of Management.

A leading authority on corporate finance and finance theory, John Cox has developed an intertemporal financial model broad enough to include the fundamental underlying forces affecting financial markets. Using this framework, he has devised a theory of the term structure of interest rates. His bond pricing model is widely used on Wall Street. In the field of contingent claims, Cox has examined the foundations of option valuation. His principle of risk-neutral valuation has become an essential feature of subsequent work on derivatives.

Cox has also developed a simple numerical scheme for valuing American options that is used by most firms dealing in equity derivatives. For many years, his book,Options Markets, has been a leading text in the field. In the area of dynamic investment strategies, Cox has studied how best to manage a portfolio over time to meet specific objectives. His work has also examined how the length of the planning horizon affects optimal behavior.

He was named IAFE/SunGard Financial Engineer of the Year in 1998.