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Pricing the Future: Finance, Physics, and the 300-year Journey to the Black-Scholes Equation

Name: Pricing the Future: Finance, Physics, and the 300-year Journey to the Black-Scholes Equation
Author: George G. Szpiro
ISBN: 9780465022489

by George G. Szpiro

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Language EN

Total Pages 320 pages

ISBN: 9780465022489
Published: 2011

Description

Traces the centuries-long development of modern financial theory and the mathematical discoveries that eventually led to the Black-Scholes options pricing model. The book connects finance, economics, probability theory, ...

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