Options: Classic Approaches to Pricing and Modelling

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Lane Hughston
Risk Books, 1999 - Options (Finance) - 368 pages
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A selection of papers on options written between the 1960s and 1990s. It brings together writing from Black and Scholes, Samuelson, Hull and White and Margrabe as well as other leading theoreticians.

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Contents

Rational Theory of Warrant Pricing
1
The Relationship between Put and Call Option Prices
35
The Pricing of Options and Corporate Liabilities
63
Copyright

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