Rubinstein on Derivatives
Mark Rubinstein
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.
Year:
2000
Edition:
1
Publisher:
Risk Books
Language:
english
Pages:
498
ISBN 10:
1899332537
ISBN 13:
9781899332533
File:
DJVU, 5.86 MB
IPFS:
,
english, 2000