Options - 45 Years since the Publication of the Black-Scholes-Merton Model

Author: Baturi | 05 February 2023 |

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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.
Readership: Academic researchers and practitioners working with financial derivatives and professionals involved in market regulation, trading and research on options, hedging and corporate decision making.

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