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Options Markets by John C. Cox,Mark Rubenstein
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Options Markets [Paperback]

by John C. Cox and Mark Rubenstein
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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.

Title Information

ISBN:
9780136382058
Pages:
432 pages
Format:
Paperback
Product Code:
0470
Publisher:
Pearson Education (US)
Published:
29/01/1985
Edition:
1st Edition

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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


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