ENGLISH

Rubinstein On Derivatives

By Mark Rubinstein

Book information

Publisher
Risk Books
Year
2000
ISBN
1899332537, 9781899332533, 9780585352718
LCC
HG6024.A3 R83 1999
Open Library ID
OL18292070M
Language
english
Format
PDF
Filesize
21 MB (21994446 bytes)
Edition
1
Pages
400\498
Topic
Economy
Time added
2011-04-11 19:55:47
Финансово-экономические дисциплины;Биржевая торгов

Description

An introduction to modern derivatives pricing and hedging theory and practice. It includes discussion of binomial option pricing, futures and bonds, volatility, quantitative analysis, exotic options, corporate securities, empirical tests, portfolio optimization and performance measurement.

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