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Options Classic Approaches: Modelling and Pricing Risk

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Options Classic Approaches: Modelling and Pricing Risk (Hardcover)

by John C. Cox (Editor)

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Product details

Hardcover: 475 pages
Publisher: Risk Books (May 1998)
Language English
ISBN-10: 1899332669
ISBN-13: 978-1899332663
Product Dimensions: 23.2 x 15.8 x 2.6 cm
Average Customer Review: No customer reviews yet. Be the first.
Amazon.co.uk Sales Rank: 2,493,168 in Books (See Bestsellers in Books)

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Product Description

Product Description
A selection of papers on options written between the 1960s and 1990s. It brings together writing from Black and Scholes, Samuelson, Hull and White and Margrabe as well as other leading theoreticians.

From the Publisher
A comprehensive and enlightening journey through the past, present and future of option pricing.
* Edited collection of the classic contributions to options pricing
* Selected and introduced by Lane Hughston, Consultant Editor of Vasicek & Beyond

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