The Derivatives Sourcebook

Author(s): Terence Lim;Andrew W. Lo;Robert C. Merton;Myron S. Scholes

Source:
    Journal:Foundations and Trends® in Finance
    ISSN Print:1567-2395,  ISSN Online:1567-2409
    Publisher:Now Publishers
    Volume 1 Number 5/6,

Document Type: Article
Pages: 208(365-572)
DOI: 10.1561/0500000005

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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