|
The Derivatives Sourcebook
Foundations and Trends® in
Finance
Volume 1 Issue 5/6
DOI: 10.1561/0500000005
The Derivatives Sourcebook
Terence Lim
Goldman Sachs Asset Management,
32 Old Slip,
New York,
NY 10005
terence.lim@gs.com
Andrew W. Lo
MIT Sloan School of Management,
Cambridge,
MA 02142,
alo@mit.edu
Robert C. Merton
Graduate School of Business Administration,
Harvard University,
Boston,
MA 02163
merton@hbs.edu
Myron S. Scholes
Stanford University and Oak Hill Platinum Partners,
Rye Brook,
NY 10573,
mscholes@ohpp.com
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.
The Derivatives Sourcebook is a valuable bibliography of the literature for the derivatives research community - both academic and professional. We
felt that the Foundations and Trends format, which allows for updating, would be ideal to keep this bibliographic effort alive and current. In addition, the classification
provided by the authors and the links to the original articles gives the reader a tremendous reach into the research in this
area and should make finding and accessing this research much easier.
We are grateful to the Nobel Foundation and Professors Robert C. Merton and Myron S. Scholes for allowing us the republish
their Nobel lectures in this issue. While FnT Finance typically publishes review articles that are commissioned, written, and reviewed for the journal itself, we felt that there
was no one better positioned to write such a survey and these lectures provide an historic perspective of this research topic.
We hope you find this bibliographic resource valuable, use it frequently, and help us keep it current by submitting any new
references that appear in the literature. You can submit updates via our web site <www.nowpublishers.com> and look for “Update an FnT” on the homepage. Thank you.
|