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Options - 45 Years Since The Publication Of The Black-scholes-merton Model: The Gershon Fintech Center Conference, Hardback Book

Options - 45 Years Since The Publication Of The Black-scholes-merton Model: The Gershon Fintech Center Conference Hardback

Edited by David (The Hebrew Univ Of Jerusalem, Israel) Gershon, Alexander (Abu Dhabi Investment Authority, Uae & The Hebrew Univ Of Jerusalem, Israel) Lipton, Mathieu (Ecole Polytechnique, France) Rosenbaum, Zvi (The Hebrew Univ Of Jerusalem, Israel) Wiener

Part of the World Scientific Lecture Notes In Finance series

Hardback

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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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£125.00

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