ENGLISH

Rubinstein on Derivatives

By Mark Rubinstein

Book information

Publisher
Risk Books
Year
2000
ISBN
9781899332533, 1899332537
Language
english
Format
DJVU
Filesize
4 MB (4681672 bytes)
Edition
1
Pages
498\498
Topic
Economy
Library
mexmat
Time added
2009-07-20 03:45:11

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.

Similar books