Pricing the Future

Pricing the Future

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

by George G. Szpiro, G Szpiro

320 pages· 2011· ISBN 9780465028153

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Financial economist Szpiro tells the fascinating stories of the pioneers of mathematical finance who conducted the search for the elusive options pricing formula. "Pricing the Future" retraces the historical and intellectual developments that ultimately led to the widespread use of mathematical models to drive investment strategies on Wall Street.

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