Foundations and TrendsŪ in Finance
THE DERIVATIVES SOURCEBOOK
by Terence Lim (Goldman Sachs Asset Management, USA), Andrew W Lo (MIT Sloan School of Management, USA), Robert C Merton (Harvard University, USA) & Myron S Scholes (Stanford University & Oak Hill Platinum Partners, USA)
The Derivatives Sourcebook is a complete bibliography of the derivatives literature research citing the pioneering work of Fischer Black, Robert Merton, and Myron Scholes with over 1500 research articles categorized and indexed since 1980. It includes an introduction by the authors reviewing recent developments in the field since the Nobel Prize in Economics was awarded in 1997 to Robert Merton and Myron Scholes for their research on financial derivatives and options pricing theory. The complete Nobel Lectures by Robert Merton and Myron Scholes are also included.
Published by Now Publishers and marketed by World Scientific
Contents:
- Introduction
- Application of Option-Pricing Theory: Twenty-Five
Years Later
- Derivatives in a Dynamic Environment
- Classification Categories
- Citations
Readership: Scholarly and professionals.
| 224pp |
Pub. date: Apr 2006 |
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