Home |  Search |  shopping basket Shopping basket
Tel: +44 (0)1730 233870    Email: bookshop@global-investor.com  
Categories
Options Markets by John C. Cox,Mark Rubenstein
  • £71.24
  • (Convert currency)
  • Normal price: £74.99, you save: £3.75 (5%)
  • £4.50 UK postage (for single orders)
PRINT ON DEMAND

This is a print on demand book. For more information on what this means, please click here.


    • Product code: 0470
    • ISBN: 0136382053, ISBN13: 9780136382058, 432 pages, paperback
      Published by Prentice Hall in 1985 , 1st edition
    Rate this book...

    Rating: 5.0/5 (1 vote cast)


    Average rating 5 out of 5
      

    •   1

    •   2

    •   3

    •   4

    •   5

    Description of Options Markets

    This exploration of options markets blends institutional practice with theoretical research. Discusses theoretical models for the valuation of options and outlines trading strategies for puts and calls.

    Contents of Options Markets

    1. Introduction

    2. Some Fundamental Aspects of Options

    3. The Structure of the Market for Puts and Calls

    4. General Arbitrage Relationships

    5. An Exact Option Pricing Formula

    6. How to Use the Black-Scholes Formula

    7. Generalisations and Applications

    8. Innovations in Options Markets

    Glossary of Symbols

    Bibliography

    Index
    Recommended by
    Other books by Mark Rubinstein
    Top Titles Now
    Bulk buying
    If you need bulk copies of Options Markets, or are interested in opening a corporate account, please contact us.
    View a print friendly version of this page
    gi bulletin sign up

    Global Investor Network