The Derivatives Sourcebook

The Derivatives Sourcebook

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The Derivatives Sourcebook is a citation study and classification system that organizes the many strands of the derivatives literature and assigns each citation to a category. Over 1800 research articles are collected and organized into a simple web-based searchable database. We have also included the 1997 Nobel lectures of Robert Merton and Myron Scholes as a backdrop to this literature.Terence Lim, Andrew W. Lo, Robert C. Merton, Myron S. Scholes ... For that reason, this paper, manifestly focused on applications, devotes so much space to the technical section on extending ... On an entirely different application, Kestera#39;s (1984) analysis of whether to develop products in parallel or sequentially could beanbsp;...

Title:The Derivatives Sourcebook
Author:Terence Lim, Andrew W. Lo, Robert C. Merton, Myron S. Scholes
Publisher:Now Publishers Inc - 2006


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