Important Notice: Our web hosting provider recently started charging us for additional visits, which was unexpected. In response, we're seeking donations. Depending on the situation, we may explore different monetization options for our Community and Expert Contributors. It's crucial to provide more returns for their expertise and offer more Expert Validated Answers or AI Validated Answers. Learn more about our hosting issue here.

Where can I learn more about the option valuation breakthrough?

April 26, 2017Breakthrough learn option valuation

0

Posted

Where can I learn more about the option valuation breakthrough?

1 Answer

0

Posted

Two wonderful histories of the breakthrough research have been written by Peter Bernstein: Capital Ideas: The Improbable Origins of Modern Wall Street (1992) and Against the Gods – The Remarkable Story of Risk (1996). The Nobel Prize web site, http://www.nobel.se/, also has a good description of the work by Fischer Black, Robert Merton and Myron Scholes.