Pricing the Future

Pricing the Future

Finance, Physics, and the 300-year Journey to the Black-Scholes Equation : A Story of Genius and Discovery

Book - 2011
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Publisher: New York : Basic Books, c2011
ISBN: 9780465028153
0465028152
9780465022489
0465022480
Branch Call Number: 332.6453 SZPIRO
Characteristics: xiv, 298 p. ; 25 cm

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g
geneccs
Oct 05, 2014

Really enjoyed this book - not too deep on the math but enough to grasp the ideas. Liked the tracing of the history of the developments

u
uvmrao
Aug 13, 2012

Extraordinary tale of how to value the most important derivative product (equity options) of financial markets of today. Fascinating how the problem of valuing options is similar to problems found in Biology and Physics / Chemistry. All these were handled in some form or other by scientists like Einstein, culminating in the final solution just a few decades ago. The author brings us upto date with what happened to LTCM and the ever so small gap between theory and reality!

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