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3 produkter
OPTIONS - 45 YEARS SINCE THE PUBLICATION OF THE BLACK-SCHOLES-MERTON MODEL: THE GERSHON FINTECH CENTER CONFERENCE
Av Gershon David, David Gershon m. fl.
Inbunden, 2023
1965 kr
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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 …
BRIDGING THE GAAP: RECENT ADVANCES IN FINANCE AND ACCOUNTING
Av Venezia Itzhak, Itzhak Venezia m. fl.
Inbunden, 2012
1624 kr
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Bridging the GAAP: Recent Advances in Finance and Accounting lies at the intersection of the two disciplines. The readings in this volume bridge the gap between finance and accounting by looking at diverse topics in accounting and finance and by providing interesting points of view regarding their …
WORLD SCIENTIFIC REFERENCE ON CONTINGENT CLAIMS ANALYSIS IN CORPORATE FINANCE (IN 4 VOLUMES)
Av CROUHY MICHEL, Michel Crouhy m. fl.
Inbunden, 2019
22044 kr
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Black and Scholes (1973) and Merton (1973, 1974) (hereafter referred to as BSM) introduced the contingent claim approach (CCA) to the valuation of corporate debt and equity. The BSM modeling framework is also named the "structural" approach to risky debt valuation. The CCA considers all …