Options - 45 Years Since The Publication Of The Black-scholes-merton Model: The Gershon Fintech Center Conference
Alexander Lipton editor Zvi Wiener editor David Gershon editor Mathieu Rosenbaum editor
Format:Hardback
Publisher:World Scientific Publishing Co Pte Ltd
Published:25th Jan '23
Currently unavailable, and unfortunately no date known when it will be back
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.
ISBN: 9789811255861
Dimensions: unknown
Weight: unknown
556 pages