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Options Markets

International Library of Critical Writings in Financial Economics No. 6

Format: Hardback
Publisher: Edward Elgar Publishing Ltd, Cheltenham, United Kingdom
Published: 26th Jan 2001
Dimensions: w 244mm h 169mm d 20mm
Weight: 4087g
ISBN-10: 1840640146
ISBN-13: 9781840640144
Barcode No: 9781840640144
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.

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