The derivatives sourcebook
Author(s)
Bibliographic Information
The derivatives sourcebook
（Foundations and trends in finance, v. 1,
now Publishers, c2006
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Description and Table of Contents
Description
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.
Table of Contents
1 Introduction 2 Applications of Option-Pricing Theory: Twenty-Five Years Later 3 Derivatives in a Dynamic Environment 4 Classification Categories 5 Citations
by "Nielsen BookData"
