By Terence Lim, Goldman Sachs Asset Management, firstname.lastname@example.org | Andrew W. Lo, MIT Sloan School of Management, email@example.com | Robert C. Merton, Graduate School of Business Administration, Harvard University, firstname.lastname@example.org | Myron S. Scholes, Stanford University and Oak Hill Platinum Partners, email@example.com
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 complete bibliography of the derivatives literature research citing the pioneering work of Fischer Black, RobertMerton, and Myron Scholes with over 1500 research articles categorized and indexed since 1980. It includes an introduction by the authors reviewing recent developments in the field since the Nobel Prize in Economics was awarded in 1997 to Robert Merton and Myron Scholes for their research on financial derivatives and options pricing theory. The complete Nobel Lectures by Robert Merton and Myron Scholes are also included.