Options markets / John C. Cox and Mark Rubinstein

By: Contributor(s): Material type: TextTextPublication details: New Jersey : Prentice-Hall, c1985Description: ix, 498 pages : illustrations ; 23 cmISBN:
  • 136382053
LOC classification:
  • HG 6042 .C69 1985
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 option pricing formula -- 6. How to use the black-scholes formula -- 7. Generalizations and applications -- 8. Innovations in options markets
Item type: Books
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Holdings
Item type Current library Home library Collection Call number Copy number Status Date due Barcode
Books Books National University - Manila LRC - Annex Relegation Room Gen. Ed. - CBA GC HG 6042 .C69 1985 (Browse shelf(Opens below)) c.1 Available NULIB000000986

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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