The Derivatives Sourcebook Terence Lim, Andrew W. Lo, Robert C. Merton

Format:
Paperback
ISBN:
9781933019215
Published:
15th May 2006
Publisher:
now publishers Inc
Dimensions:
224 pages: 234 x 156 x 12mm
Series:
Foundations and Trends in Finance

"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.

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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