Options markets

Author(s)

• Cox, John C
• Rubinstein, Mark

Bibliographic Information

Options markets

John C. Cox, Mark Rubinstein

Prentice-Hall, c1985

Note

Bibliography: p. 478-492

Includes index

Description and Table of Contents

Description

This exploration of options markets blends institutional practice with theoretical research.

Table of Contents

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 Options Pricing Formula. 6. How to Use the Black-Scholes Formula. 7. Generalization and Applications. 8. Innovations in Options Markets. Bibliography. Index.

by "Nielsen BookData"

Details

• NCID: BA0074166X
• ISBN:
  • 0136382053
• LCCN: 84024764
• Country Code: us
• Title Language Code: eng
• Text Language Code: eng
• Place of Publication: Englewood Cliffs, N.J.
• Pages/Volumes: ix, 498 p.
• Size: 24 cm
• Classification:
  • LCC : HG6042
  • DC19 : 332.64/52
  • NDC9 : 338.1
• Subject Headings:
  • LCSH : Options (Finance)