Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center conference
Author(s)
Bibliographic Information
Options - 45 years since the publication of the Black-Scholes-Merton model : the Gershon Fintech Center conference
（World scientific lecture notes in finance, v. 6）
World Scientific, c2023
- : hardcover
- Other Title
-
Options - fourty five years since the publication of the Black-Scholes-Merton model
Available at / 1 libraries
-
No Libraries matched.
- Remove all filters.
Note
Other authors: Alexander Lipton, Mathieu Rosenbaum, Zvi Wiener
Includes bibliographical references and index
Description and Table of Contents
Description
This book contains contributions by the best-known and consequential researchers who, over several decades, shaped the field of financial engineering. It presents a comprehensive and unique perspective on the historical development and the current state of derivatives research. The book covers classical and modern approaches to option pricing, realized and implied volatilities, classical and rough stochastic processes, and contingent claims analysis in corporate finance. The book is invaluable for students, academic researchers, and practitioners working with financial derivatives, market regulation, trading, risk management, and corporate decision-making.
by "Nielsen BookData"
