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OPTIONS - 45 YEARS SINCE PUB BLACK-SCHOLES-MERTON MODEL
Buch von Alexander Lipton Mathieu David Gershon
Sprache: Englisch

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Beschreibung
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.
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.
Details
Erscheinungsjahr: 2022
Fachbereich: Allgemeines
Genre: Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Buch
Inhalt: Gebunden
ISBN-13: 9789811255861
ISBN-10: 9811255865
Sprache: Englisch
Ausstattung / Beilage: HC gerader Rücken kaschiert
Einband: Gebunden
Autor: David Gershon, Alexander Lipton Mathieu
Redaktion: Alexander Lipton
David Gershon
Mathieu Rosenbaum
Hersteller: World Scientific
Maße: 235 x 157 x 34 mm
Von/Mit: Alexander Lipton Mathieu David Gershon
Erscheinungsdatum: 21.12.2022
Gewicht: 0,945 kg
Artikel-ID: 121442341
Details
Erscheinungsjahr: 2022
Fachbereich: Allgemeines
Genre: Wirtschaft
Rubrik: Recht & Wirtschaft
Medium: Buch
Inhalt: Gebunden
ISBN-13: 9789811255861
ISBN-10: 9811255865
Sprache: Englisch
Ausstattung / Beilage: HC gerader Rücken kaschiert
Einband: Gebunden
Autor: David Gershon, Alexander Lipton Mathieu
Redaktion: Alexander Lipton
David Gershon
Mathieu Rosenbaum
Hersteller: World Scientific
Maße: 235 x 157 x 34 mm
Von/Mit: Alexander Lipton Mathieu David Gershon
Erscheinungsdatum: 21.12.2022
Gewicht: 0,945 kg
Artikel-ID: 121442341
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