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Pricing the Future: Finance, Physics, and the 300-year Journey to the Black-Scholes Equation George Szpiro
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Pricing the Future: Finance, Physics, and the 300-year Journey to the Black-Scholes Equation
George Szpiro
Options have been traded for hundreds of years - at least since the sixteenth century when they were used to buy and sell commodities in Antwerp and Amsterdam - but for centuries nobody knew what their true value really was. This title retraces the historical developments that ultimately led to the breakthrough of an options pricing formula.
336 pages
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | November 1, 2011 |
| ISBN13 | 9780465022489 |
| Publishers | Basic Books |
| Pages | 320 |
| Dimensions | 167 × 235 × 27 mm · 544 g |
| Language | English |
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