Image of crossed swords

Read the Witcher

Pricing the Future

Finance, Physics, and the 300-year Journey to the Black-Scholes Equation

Pricing the Future Open the full-size image

Contributors

By George G. Szpiro

Formats and Prices

Price

$16.99

Price

$21.99 CAD

Format

Format:

  1. ebook $16.99 $21.99 CAD
  2. Hardcover $37.00 $47.00 CAD

Also available from:

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.

Genre:

On Sale
Nov 29, 2011
Page Count
320 pages
Publisher
Basic Books
ISBN-13
9780465028153

You May Also Like

9780761167624
9780761167624 $16.95 $22.95 CAD
Shadow Elite
Shadow Elite $21.99 $28.99 CAD
Six Pixels of Separation
Six Pixels of Separation $21.99 $28.99 CAD
The Laws of Disruption
The Laws of Disruption $17.99 $22.99 CAD
Winner Take All
Winner Take All $17.99 $22.99 CAD

George G. Szpiro

About the Author

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.

Learn more about this author