具体描述
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.
作者简介
George G. Szpiro is a mathematician, financial economist, and journalist. He is the Israel correspondent of the Swiss daily Neue Zürcher Zeitung and has published in Science, Nature, and the Jerusalem Report. He is the author of Kepler’s Conjecture, The Secret Life of Numbers, Poincaré’s Prize, and Numbers Rule. He lives in Switzerland.
目录信息
读后感
从郁金香的交易开始，回顾了期权发展的历史及大家采用各种科学（数学、物理等）对其进行研究的历史，最终落脚到期权定价公式。比较好笑的是，研究这个期权定价公式的人创办的公司，也就是鼎鼎大名的长期资本管理公司，居然在98年的金融危机里面亏了一大笔钱，最后是美联储出来...
评分 评分要想找到实际操作指南的我失望了，但是对于了解探索期权定价的思维脉络以及获得一些启发是很有益处的。返回来再看《投资思想史》，有相当新的体会。特别是期权定价的公式与布朗运动、热力学方程联系在一起。给了我们很多启发。数学与自然是有对应的，很多时候，只是我们没有发...
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