The derivatives sourcebook

The Derivatives Sourcebook is a citation study and classification system that organizes the many strands of the derivatives literature and assigns each citation to a category. Over 1800 research articles are collected and organized into a simple web-based searchable database. We have also included t...

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Bibliographic Details
Published in:Foundations and trends in finance 2006-01, Vol.1 (5/6), p.365-572
Main Author: Lim, Terence
Format: Article
Language:English
Subjects:
Derivative securities
Options (Finance)
Prices
Citations: Items that cite this one
Online Access:Get full text
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Description
Summary:The Derivatives Sourcebook is a citation study and classification system that organizes the many strands of the derivatives literature and assigns each citation to a category. Over 1800 research articles are collected and organized into a simple web-based searchable database. We have also included the 1997 Nobel lectures of Robert Merton and Myron Scholes as a backdrop to this literature.
ISSN:1567-2395
1567-2409
DOI:10.1561/0500000005