Options - 45 Years Since the Publication of the Black-scholes-merton Model: the Gershon Fintech Center Conference - World Scientific Lecture Notes in Finance - Zvi Wiener - Livros - World Scientific Publishing Co Pte Ltd - 9789811255861 - 25 de janeiro de 2023
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Zvi Wiener
Options - 45 Years Since the Publication of the Black-scholes-merton Model: the Gershon Fintech Center Conference - World Scientific Lecture Notes in Finance

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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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556 pages

Mídia Livros     Hardcover Book   (Livro com lombada e capa dura)
Lançado 25 de janeiro de 2023
ISBN13 9789811255861
Editoras World Scientific Publishing Co Pte Ltd
Páginas 556
Dimensões 237 × 158 × 39 mm   ·   958 g
Idioma Inglês  
Editor Gershon, David (The Hebrew University of Jerusalem, Israel)
Editor Lipton, Alexander (Abu Dhabi Investment Authority, UAE & The Hebrew University of Jerusalem, Israel)
Editor Rosenbaum, Mathieu (Ecole Polytechnique, France)
Editor Wiener, Zvi (The Hebrew University of Jerusalem, Israel)

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