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Options — 45 Years since the Publication of the Black–Scholes–Merton Model:The Gershon Fintech Center Conference

Editor

Listed:
  • David Gershon
    (The Hebrew University of Jerusalem, Israel)

  • Alexander Lipton
    (Abu Dhabi Investment Authority, UAE & The Hebrew University of Jerusalem, Israel)

  • Mathieu Rosenbaum
    (École Polytechnique, France)

  • Zvi Wiener
    (The Hebrew University of Jerusalem, Israel)

Abstract

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.

Individual chapters are listed in the "Chapters" tab

Suggested Citation

  • David Gershon & Alexander Lipton & Mathieu Rosenbaum & Zvi Wiener (ed.), 2023. "Options — 45 Years since the Publication of the Black–Scholes–Merton Model:The Gershon Fintech Center Conference," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 12822, August.
    • Handle: RePEc:wsi:wsbook:12822
    as

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    File URL: https://www.worldscientific.com/worldscibooks/10.1142/12822
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    Book Chapters

    The following chapters of this book are listed in IDEAS

    More about this item

    Keywords

    Options; Call; Put; Stock; Equity; Bond; Debt; Dividend; Investment; Diversification; Volatility; Black–Scholes; Merton Model; Stochastic; Swap; Commodity; Index; Contingent Claims; Exotic Option;
    All these keywords.

    JEL classification:

    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
    • G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
    • G1 - Financial Economics - - General Financial Markets
    • C - Mathematical and Quantitative Methods
    • C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics

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