TY - BOOK
T1 - Options — 45 Years since the Publication of the Black–Scholes–Merton Model
T2 - The Gershon Fintech Center Conference
AU - Gershon, David
AU - Lipton, Alexander
AU - Rosenbaum, Mathieu
AU - Wiener, Zvi
N1 - Publisher Copyright:
© 2023 by World Scientific Publishing Co. Pte. Ltd.
PY - 2022/1/1
Y1 - 2022/1/1
N2 - 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.
AB - 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.
UR - http://www.scopus.com/inward/record.url?scp=85188889617&partnerID=8YFLogxK
U2 - 10.1142/12822
DO - 10.1142/12822
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AN - SCOPUS:85188889617
SN - 9789811255861
BT - Options — 45 Years since the Publication of the Black–Scholes–Merton Model
PB - World Scientific Publishing Co.
ER -
