Options
Subtitle: Classic Approaches to Pricing and Modelling
Contributors: John C. Cox (Editor)
Edition: 1 edition
Publisher: Risk Books
Published: November 1999
Language: eng
Format: Hardcover
Number of pages: 475
ISBN-13: 9781899332663
Subjects: Budgeting & financial management; Stocks & shares; Investment & securities
Description: A selection of papers on options written between the 1960s and 1990s. It brings together writing from Black and Scholes, Samuelson, Hull and White and Margrabe as well as other leading theoreticians.