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

David Gershon, Alexander Lipton, Mathieu Rosenbaum, Zvi Wiener (Herausgeber)

Buch | Hardcover

556 Seiten

2023
World Scientific Publishing Co Pte Ltd (Verlag)
978-981-12-5586-1 (ISBN)

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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.

Erscheinungsdatum	23.01.2023
Reihe/Serie	World Scientific Lecture Notes In Finance ; 6
Verlagsort	Singapore
Sprache	englisch
Themenwelt	Wirtschaft ► Betriebswirtschaft / Management ► Finanzierung
ISBN-10	981-12-5586-5 / 9811255865
ISBN-13	978-981-12-5586-1 / 9789811255861
Zustand	Neuware