Options Markets, Volume 1

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George M. Constantinides, A. G. Malliaris
Edward Elgar, Jan 1, 2001 - Options (Finance) - 1936 pages
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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.

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Contents

Fischer Black and Myron Scholes 1973 The Pricing of Options
3
A Review Journal
155
A G Malliaris 1983 Itos Calculus in Financial Decision Making
204
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