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portada Options - 45 Years Since the Publication of the Black-Scholes-Merton Model: The Gershon Fintech Center Conference
Type
Physical Book
Illustrated by
Publisher
Author
Language
English
Pages
556
Format
Hardcover
Dimensions
22.9x15.2x3 cm
Weight
0.90 kg.
ISBN13
9789811255861
Categories

Options - 45 Years Since the Publication of the Black-Scholes-Merton Model: The Gershon Fintech Center Conference

Zvi Wiener (Illustrated by) · Alexander Lipton (Illustrated by) · David Gershon (Illustrated by) · World Scientific Publishing Company · Hardcover

Options - 45 Years Since the Publication of the Black-Scholes-Merton Model: The Gershon Fintech Center Conference - Wiener, Zvi ; Lipton, Alexander ; Gershon, David

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Synopsis "Options - 45 Years Since the Publication of the Black-Scholes-Merton Model: The Gershon Fintech Center Conference "

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.

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The binding of this edition is Hardcover.

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