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

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.

Product details

• Authors: Alexander Lipton Mathieu David Gershon
• Assisted by: Alexander Lipton (Editor), David Gershon (Editor), David Gershon (Editor), Gershon David (Editor), Alexander Lipton (Editor), Lipton Alexander (Editor), Mathieu Rosenbaum (Editor), Mathieu Rosenbaum (Editor), Rosenbaum Mathieu (Editor), Zvi Wiener (Editor), Wiener Zvi (Editor)
• Publisher: Ingram Publishers Services
• Languages: English
• Product format: Hardback
• Released: 01.01.2023
• EAN: 9789811255861
• ISBN: 978-981-1255-86-1
• Series: World Scientific Lecture Notes In Finance
• Subjects: Social sciences, law, business > Business > Miscellaneous; BUSINESS & ECONOMICS / Investments & Securities / Options, BUSINESS & ECONOMICS / Finance / Financial Engineering, Investment & securities, Investment and securities