Options : recent advances in theory and practice /
| Other Authors: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Manchester [England] ; New York :
Manchester University Press ;
©1990-©1992.
|
| Subjects: |
Table of Contents:
- Financial options : new markets and new valuation techniques / Stewart Hodges
- Practical issues in options trading / Graham Simister
- Valuation and hedging : theoretical issues / Stewart Hodges
- Determinants of successful instruments / Ian Cooper
- Black-Scholes option pricing and robust variance estimation / Robert Geske and Walter Torous
- Numerical methods / Andrew Carverhill
- American options : theory and numerical analysis / Andrew Carverhill and Nick Webber
- Non-parametric techniques / Chris Painter
- On the stock market crash and portfolio insurance / Hayne E. Leland
- Index arbitrage : choosing minimum variance market basket trading strategies / Stanley R. Pliska
- Recent trends in foreign currency option valuation / Georges R. Courtadon
- Interest rate options / Thomas S.Y. Ho and Allen A. Abrahamson.