The Derivatives Sourcebook.
LIM, Terence and Andrew W. Lo; With Contributions by Robert C. Merton and Myron S. Scholes.
The Derivatives Sourcebook.
First Edition of The Derivatives Sourcebook; Signed by Nobel Prize-Winning Economist Robert C. Merton
Hanover, MA: Now Publishing, 2006.
We're sorry, this item has sold.
Out of Stock
Item Number: 46887
First edition of this overview of the work of Fischer Black, Robert Merton, and Myron Scholes. Octavo, original wrappers as issued. Signed by Robert C. Merton on the title page. In fine condition. Written with the assistance of Martin Haugh, Li Jim, Leonid Kogan and Jonathan Taylor.
The Derivatives Sourcebook is a complete bibliography of the derivatives literature research citing the pioneering work of Fischer Black, Robert Merton, and Myron Scholes with over 1500 research articles categorized and indexed since 1980. It includes an introduction by the authors reviewing recent developments in the field since the Nobel Prize in Economics was awarded in 1997 to Robert Merton and Myron Scholes for their research on financial derivatives and options pricing theory. The complete Nobel Lectures by Merton and Scholes are also included.
