Pricing the Future
Pricing the Future
Click to enlarge
Author(s): Szpiro, George G.
ISBN No.: 9780465028153
Pages: 320
Year: 201111
Format: E-Book
E-Book Format Price
DRM EPUB $ 24.85

Options have been traded for hundreds of years, but investment decisions were based on gut feelings until the Nobel Prizewinning 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, financial economist George G. Szpiro tells the fascinating stories of the pioneers of mathematical finance who conducted the search for the elusive options pricing formula. From the brokers assistant who published the first mathematical explanation of financial markets to Albert Einstein and other scientists who looked for a way to explain the movement of atoms and molecules, Pricing the Future retraces the historical and intellectual developments that ultimately led to the widespread use of mathematical models to drive investment strategies on Wall Street.


To be able to view the table of contents for this publication then please subscribe by clicking the button below...
To be able to view the full description for this publication then please subscribe by clicking the button below...