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From Black-Scholes to black holes: New frontiers in options [Repost]
![From Black-Scholes to black holes: New frontiers in options [Repost]](https://pixhost.icu/avaxhome/2a/09/0032092a.jpeg)
From Black-Scholes to black holes: New frontiers in options
Risk Magazine | ISBN: 0951645323 | CHM | 1992 | English | 1.52 Mb
Risk Magazine | ISBN: 0951645323 | CHM | 1992 | English | 1.52 Mb
We struggled to find a single source which would provide background information on options modelling and hedging, the applications for which options are being used and, finally, the fascinating new types of options which the financial engineers, rocket scientists and academics were developing. We found the information in RISK magazine, appearing from issue to issue as different topics covered by different authors. We thought it would be a great idea to bring the best of these articles into a single volume and were thrilled when Peter Field of RISK agreed.
From Black-Scholes to Black Holes conveys the simplicity of options and their uses, while providing the mathematical foundations for those interested in options theory. It will be used in our office as a primer for those wishing to introduce themselves to options, as a concept directory for those involved in marketing and new product development, and as a desk reference for traders.