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

Book Details

Format Hardback or Cased Book
ISBN-10 9811255865
ISBN-13 9789811255861
Publisher World Scientific Publishing Co Pte Ltd
Imprint World Scientific Publishing Co Pte Ltd
Country of Manufacture GB
Country of Publication GB
Publication Date Jan 25th, 2023
Print length 556 Pages
Weight 958 grams
Dimensions 15.80 x 23.70 x 3.90 cms
Ksh 22,500.00
Werezi Extended Catalogue 0 in stock

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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.

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