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Options markets / John C. Cox, Mark Rubinstein.

Lippincott Library HG6042 .C69 1985
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Lippincott Library HG6042 .C69 1985
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Format:
Book
Author/Creator:
Cox, John C.
Contributor:
Rubinstein, Mark, 1944-
Alumni and Friends Memorial Book Fund.
Language:
English
Subjects (All):
Options (Finance).
Physical Description:
ix, 498 pages : illustrations ; 24 cm
Place of Publication:
Englewood Cliffs, N.J. : Prentice-Hall, [1985]
Summary:
Includes the first published detailed description of option exchange operations, the first published treatment using only elementary mathematics and the first step-by-step procedure for implementing the Black-Scholes formula in actual trading.
Notes:
Includes index.
Bibliography: pages 478-492.
Local Notes:
Acquired for the Penn Libraries with assistance from the Alumni and Friends Memorial Book Fund.
ISBN:
0136382053
OCLC:
11371174

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