The Derivatives Sourcebook
210 Pages Posted: 15 Jun 2010
Date Written: June 14, 2010
Abstract
The Derivatives Sourcebook is a citation study and classification system that organizes the many strands of the derivatives literature and assigns each citation to a category. Over 1800 research articles are collected and organized into a simple web-based searchable database. We have also included the 1997 Nobel lectures of Robert Merton and Myron Scholes as a backdrop to this literature.
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Andrew W. Lo
Massachusetts Institute of Technology (MIT) - Laboratory for Financial Engineering ( email )
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Stanford Graduate School of Business ( email )
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