Options Classic Approaches: Modelling and Pricing Risk - Hardcover

 
9781899332663: Options Classic Approaches: Modelling and Pricing Risk

Synopsis

* Selected "classic" options papers from the 1960's to the 1990's, each of which as brought a truly innovative approach to the business of financial engineering * A unique compilation of papers brings together writing from Black and Scholes, Samuelson, Hull and White and Margrabe as well as other leading theoreticians * An invaluable reference tool on options pricing and modelling

"synopsis" may belong to another edition of this title.

From the Publisher

A comprehensive and enlightening journey through the past, present and future of option pricing.
* Edited collection of the classic contributions to options pricing
* Selected and introduced by Lane Hughston, Consultant Editor of Vasicek & Beyond

"About this title" may belong to another edition of this title.