The Derivatives Sourcebook

by Timothy Lim, Andrew W Lo, Terence Lim

Overview

The Derivatives Sourcebook is a complete bibliography of the derivatives literature research citing the pioneering work of Fischer Black, RobertMerton, 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.

Product Details

ISBN-13:	9781933019215
Publisher:	Now Publishers
Publication date:	05/15/2006
Series:	Foundations and Trends(r) in Finance , #5
Pages:	224
Product dimensions:	6.14(w) x 9.21(h) x 0.47(d)

Table of Contents

1 Introduction 2 Applications of Option-Pricing Theory: Twenty-Five Years Later 3 Derivatives in a Dynamic Environment 4 Classification Categories 5 Citations