OPTIONS - 45 YEARS SINCE PUB BLACK-SCHOLES-MERTON MODEL: The Gershon Fintech Center Conference

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 invalua...