Pricing the Future

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

Business & Finance, Nonfiction, History
Cover of the book Pricing the Future by George G. Szpiro, Basic Books
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: George G. Szpiro ISBN: 9780465028153
Publisher: Basic Books Publication: November 29, 2011
Imprint: Basic Books Language: English
Author: George G. Szpiro
ISBN: 9780465028153
Publisher: Basic Books
Publication: November 29, 2011
Imprint: Basic Books
Language: English

Options have been traded for hundreds of years, but investment decisions were based on gut feelings until the Nobel Prize–winning discovery of the Black-Scholes options pricing model in 1973 ushered in the era of the “quants.” Wall Street would never be the same.

In Pricing the Future, financial economist George G. Szpiro tells the fascinating stories of the pioneers of mathematical finance who conducted the search for the elusive options pricing formula. From the broker's assistant who published the first mathematical explanation of financial markets to Albert Einstein and other scientists who looked for a way to explain the movement of atoms and molecules, 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.

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

Options have been traded for hundreds of years, but investment decisions were based on gut feelings until the Nobel Prize–winning discovery of the Black-Scholes options pricing model in 1973 ushered in the era of the “quants.” Wall Street would never be the same.

In Pricing the Future, financial economist George G. Szpiro tells the fascinating stories of the pioneers of mathematical finance who conducted the search for the elusive options pricing formula. From the broker's assistant who published the first mathematical explanation of financial markets to Albert Einstein and other scientists who looked for a way to explain the movement of atoms and molecules, 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.

More books from Basic Books

Cover of the book Crossing the River by George G. Szpiro
Cover of the book A Mood Apart by George G. Szpiro
Cover of the book Seize the Daylight by George G. Szpiro
Cover of the book Degrees of Inequality by George G. Szpiro
Cover of the book The Ravenous Brain by George G. Szpiro
Cover of the book Comprehensive Guide To Interpersonal Psychotherapy by George G. Szpiro
Cover of the book The Blood Bankers by George G. Szpiro
Cover of the book Just and Unjust Wars by George G. Szpiro
Cover of the book No End Save Victory by George G. Szpiro
Cover of the book The Case for Trump by George G. Szpiro
Cover of the book Right Time, Right Place by George G. Szpiro
Cover of the book What Liberal Media? by George G. Szpiro
Cover of the book The Unsettling of Europe by George G. Szpiro
Cover of the book Heaven Cracks, Earth Shakes by George G. Szpiro
Cover of the book The Last Three Minutes by George G. Szpiro
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy