Rubinstein on Derivatives - Brossura

Rubinstein, Mark

Brossura

ISBN 10: 1899332537 ISBN 13: 9781899332533

Casa editrice: Risk Books, 1999

Riassunto

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.

Su questo libro

Recensione

"Rubinstein, as we say on Wall Street about someone who knows options, can connect the dots - a rare attribute in academia" --Nassim Taleb

L'autore

Mark Rubinstein is the Paul Stephens Professor of Applied Investment Analysis at the Haas School of Business at the University of California at Berkeley. He is a graduate of Harvard University, Stanford University and the University of California at Los Angeles. Professor Rubinstein is renowned for his work on the binominal option pricing model (also known as the Cox-Ross-Rubinstein model). His publications include the book Options Markets, as well as more than 50 publications in leading finance and economic journals. He is currently an associate editor of 10 journals in these areas. He has won numerous prizes and awards for his research and writing on derivatives, including International Financial Engineer of the Year for 1995. In 1993 he served as President of the American Finance Association.

Dettagli dell'edizione

• Editore: Risk Books
• Data di pubblicazione: 1999
• Lingua: Inglese
• ISBN 10: 1899332537
• ISBN 13: 9781899332533
• Rilegatura: Copertina flessibile
• Numero di pagine: 350
• Contatto del produttore: non disponibile
• Persona responsabile: non disponibile