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Item Details
Title:
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OPTIONS MARKETS
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By: |
George M. Constantinides (Editor), A. G. Melliaris (Editor) |
Format: |
Hardback |

List price:
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£857.00 |
We currently do not stock this item, please contact the publisher directly for
further information.
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ISBN 10: |
1840640146 |
ISBN 13: |
9781840640144 |
Publisher: |
EDWARD ELGAR PUBLISHING LTD |
Pub. date: |
26 January, 2001 |
Series: |
The International Library of Critical Writings in Financial Economics Series 6 |
Pages: |
1936 |
Description: |
This collection of articles draws from work on derivatives from the last 25 years. The three volumes cover topics including: the theory, pricing and empirical evidence evidence on equity derivatives; fixed-income derivatives; exotics; real options; numerical methods; and risk management. |
Synopsis: |
Options Markets presents an authoritative collection of the most important articles and papers on derivatives published during the last 35 years. These three volumes offer a unique and convenient resource for the reader to review the most important research at the frontier of this rapidly expanding area of financial economics. Topics include the theory, pricing and empirical evidence on equity derivatives, fixed-income derivatives, exotics, real options, numerical methods and risk management.As a comprehensive and integrated collection of articles, Options Markets is an invaluable companion to intermediate and advanced textbooks on derivatives. The historical perspective provided in this collection and the distinctiveness of its articles will appeal to both the applied and the theoretical researcher seeking fresh insights into derivatives. |
Publication: |
UK |
Imprint: |
Edward Elgar Publishing Ltd |
Returns: |
Returnable |
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