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The Derivatives Sourcebook

Author

Listed:
  • Lim, Terence
  • Lo, Andrew W.
  • Merton, Robert C.
  • Scholes, Myron S.

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.

Suggested Citation

  • Lim, Terence & Lo, Andrew W. & Merton, Robert C. & Scholes, Myron S., 2006. "The Derivatives Sourcebook," Foundations and Trends(R) in Finance, now publishers, vol. 1(5–6), pages 365-572, April.
    • Handle: RePEc:now:fntfin:0500000005
    DOI: 10.1561/0500000005
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