Research trends in derivatives and risk management since Black-Scholes

Authors
Citation
Dm. Chance, Research trends in derivatives and risk management since Black-Scholes, J PORTFOLIO, 1999, pp. 35
Citations number
93
Categorie Soggetti
Economics
Journal title
JOURNAL OF PORTFOLIO MANAGEMENT
ISSN journal
00954918 → ACNP
Year of publication
1999
Database
ISI
SICI code
0095-4918(199905):<35:RTIDAR>2.0.ZU;2-M
Abstract
This article is an overview of research in derivatives and risk management since the 1973 publication of the Black-Scholes option pricing model: a mar riage of the academic and the applied. The article is written for the reade r with no special expertise in derivatives. The author points the reader in appropriate directions for learning more about particular topics.