Pricing the future : finance, physics, and the 300-year journey to the Black-Scholes equation : a story of genius and discovery /

Options have been traded for hundreds of years, but investment decisions were based on gut feelings until the Nobel Prize-winning discovery of the Black-Scholes options pricing model in 1973 ushered in the era of the "quants." Wall Street would never be the same. In Pricing the Future, fin...

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Détails bibliographiques
Cote:Libro Electrónico
Auteur principal: Szpiro, George, 1950-
Format: Électronique eBook
Langue:Inglés
Publié: New York : Basic Books, ©2011.
Sujets:
Options (Finance) > Prices > Mathematical models.
Options (Finances) > Prix > Modèles mathématiques.
BUSINESS & ECONOMICS > Investments & Securities > General.
Options (Finance) > Prices > Mathematical models
Accès en ligne:Texto completo
Table des matières:
  • Flowers and spices
  • In the beginning
  • From rags to riches
  • The banker's secretary
  • The spurned professor
  • Botany, physics, and chemistry
  • Disco dancers and strobe lights
  • The overlooked thesis
  • Another pioneer
  • Measuring the immeasurable
  • Accounting for randomness
  • The sealed envelope
  • The utility of logarithms
  • The Nobelists
  • The three musketeers
  • The higher they climb
  • The harder they fall
  • The fat tails.

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