The derivatives sourcebook

著者

    • Lim, Terence
    • Lo, Andrew W. (Andrew Wen-Chuan)
    • Merton, Robert C.
    • Haugh, Martin

書誌事項

The derivatives sourcebook

Terence Lin, Andrew W. Lo ; with contributions by Robert C. Merton and Myron S. Scholes ; assistance from Martin Haugh ... [et al.]

（Foundations and trends in finance, v. 1, issue 5/6）

now Publishers, c2006

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内容説明・目次

内容説明

The Derivatives Sourcebook is a complete bibliography of the derivatives literature research citing the pioneering work of Fischer Black, RobertMerton, and Myron Scholes with over 1500 research articles categorized and indexed since 1980. It includes an introduction by the authors reviewing recent developments in the field since the Nobel Prize in Economics was awarded in 1997 to Robert Merton and Myron Scholes for their research on financial derivatives and options pricing theory. The complete Nobel Lectures by Robert Merton and Myron Scholes are also included.

目次

1 Introduction 2 Applications of Option-Pricing Theory: Twenty-Five Years Later 3 Derivatives in a Dynamic Environment 4 Classification Categories 5 Citations

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