Options markets / John C. Cox and Mark Rubinstein
Material type:
TextPublication details: New Jersey : Prentice-Hall, c1985Description: ix, 498 pages : illustrations ; 23 cmISBN: - 136382053
- HG 6042 .C69 1985
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National University - Manila | LRC - Annex Relegation Room | Gen. Ed. - CBA | GC HG 6042 .C69 1985 (Browse shelf(Opens below)) | c.1 | Available | NULIB000000986 |
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| GC HG 4636 .W37 1983 The investor's guide to stock quotations and other financial listings / | GC HG 5421 .Z45 1982 Reshaping your investment strategies for the 1980's / | GC HG 6041 .G66 1985 Hyperprofits : beat the pros with this new, proven investment system / | GC HG 6042 .C69 1985 Options markets / | GC HJ 257.2 .A7 1973 Financing modern government : the political economy of the public sector / | GC HJ 257.2 .A76 1985 Public finance / | GC HJ 70 .O93 1982 Theory Z : how American business can meet the Japanese challenge / |
Includes bibliographical references and index.
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. Generalizations and applications -- 8. Innovations in options markets
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