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Options Markets by John C. Cox,Mark Rubenstein
  • £67.44
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    • Product code: 0470
    • ISBN: 0136382053, ISBN13: 9780136382058, 432 pages, hardback
      Published by Prentice Hall on 1985 , 1st
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    Recommended by Paul Wilmott

    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


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