Includes bibliographical references (pages 277-282) and index.
Contents
Flowers and spices -- In the beginning -- From rags to riches -- The banker's secretary -- The spurned secretary -- Botany, physics, and chemistry -- Disco dancers and strobe lights -- The overlooked thesis -- Another pioneer -- Measuring the immeasurable -- Accounting for randomness -- The sealed envelope -- The utility of logarithms -- The Nobelists -- The three musketeers -- The higher they climb -- -- The harder they fall -- The long tail.
Summary
Financial economist Szpiro tells the fascinating stories of the pioneers of mathematical finance who conducted the search for the elusive options pricing formula. "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.
