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

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Black-Scholes
BlackAcAEURA"Scholes
Black–Scholes
Bond
Call
Category=KFFM
Commodity
Contingent Claims
Debt
Diversification
Dividend
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eq_business-finance-law
eq_isMigrated=1
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Equity
Exotic Option
Index
Investment
Merton Model
Options
Put
Stochastic
Stock
Swap
Volatility

Product details

  • ISBN 9789811255861
  • Publication Date: 25 Jan 2023
  • Publisher: World Scientific Publishing Co Pte Ltd
  • Publication City/Country: SG
  • Product Form: 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.