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Options - 45 Years Since the Publication of the Black-Scholes-Merton Model: The Gershon Fintech Center Conference

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Options - 45 Years Since the Publication of the Black-Scholes-Merton Model: The Gershon Fintech Center Conference - Gershon, David (Editor), and Lipton, Alexander (Editor), and Rosenbaum, Mathieu (Editor)
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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 ...

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Options - 45 Years Since the Publication of the Black-Scholes-Merton Model: The Gershon Fintech Center Conference 2023, World Scientific Publishing Company

ISBN-13: 9789811255861

Hardcover