Options: Classic Approaches to Pricing and Modelling
Hughston, L P, ed.
1999.
Options: Classic Approaches to Pricing and Modelling.
London: Risk Publications.
ISBN 1899332669
[Edited Book]
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.
Item Type | Edited Book |
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Departments, Centres and Research Units | Computing |
Date Deposited | 07 Mar 2022 15:39 |
Last Modified | 07 Mar 2022 15:39 |