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Risk Books Options Classic Approaches: Modelling and Pricing Risk

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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. Synopsis 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

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
01 May 1998
Listed Since
22 December 2006

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