Options markets /

Cox, John C.

Options markets / John C. Cox and Mark Rubinstein - New Jersey : Prentice-Hall, c1985 - ix, 498 pages : illustrations ; 23 cm.

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

136382053

HG 6042 .C69 1985