by Lane Hughston

in Books / Options

- 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

Publisher: Risk Books

Publish date: 1999

Edition: 1st

Format: Hb

Pages: 475

Isbn: 1899332669

Ranked #151 of 172 Books



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