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- catalog abstract "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.".
- catalog contributor b11544366.
- catalog contributor b11544367.
- catalog created "1999.".
- catalog date "1999".
- catalog date "1999.".
- catalog dateCopyrighted "1999.".
- catalog description "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.".
- catalog description "Includes bibliographies and index.".
- catalog description "Rational theory of warrant pricing / Paul A. Samuelson -- The relationship between put and call option prices / Hans R. Stoll -- The pricing of options and corporate liabilities / Fischer Black and Myron S. Scholes -- Theory of rational option pricing ; On the pricing of corporate debt : the risk structure of interest rates ; Option pricing when underlying stock returns are discontinuous / Robert C. Merton -- The valuation of options for alternative stochastic processes / John C. Cox and Stephen A. Ross -- The pricing of commodity contracts / Fischer Black -- The valuation of warrants : implementing a new approach / Eduardo S. Schwartz -- Options : a Monte Carlo approach / Phelim P. Boyle -- Prices of state-contingent claims implicit in option prices / Douglas T. Breeden and Robert H. Litzenberger -- The value of an option to exchange one asset for another / William Margrabe -- The valuation of compound options / Robert Geske -- Foreign currency option values / Mark B. Garman and Steven W. Kohlhagen -- The pricing of options on assets with stochastic volatilities / Joh Hull and Alan White -- A pricing method for options based on average asset values / A.G.Z. Kemna and A.C. F. Vorst.".
- catalog extent "xxviii, 368 p. :".
- catalog hasFormat "Options.".
- catalog identifier "1899332669".
- catalog isFormatOf "Options.".
- catalog issued "1999".
- catalog issued "1999.".
- catalog language "eng".
- catalog publisher "London : Risk Books,".
- catalog relation "Options.".
- catalog subject "332.63228 21".
- catalog subject "HG6024.A3 O648 1999".
- catalog subject "Options (Finance) Mathematical models.".
- catalog subject "Options (Finance) Prices Mathematical models.".
- catalog subject "Options (Finance) Prices.".
- catalog subject "Options (Finance)".
- catalog tableOfContents "Rational theory of warrant pricing / Paul A. Samuelson -- The relationship between put and call option prices / Hans R. Stoll -- The pricing of options and corporate liabilities / Fischer Black and Myron S. Scholes -- Theory of rational option pricing ; On the pricing of corporate debt : the risk structure of interest rates ; Option pricing when underlying stock returns are discontinuous / Robert C. Merton -- The valuation of options for alternative stochastic processes / John C. Cox and Stephen A. Ross -- The pricing of commodity contracts / Fischer Black -- The valuation of warrants : implementing a new approach / Eduardo S. Schwartz -- Options : a Monte Carlo approach / Phelim P. Boyle -- Prices of state-contingent claims implicit in option prices / Douglas T. Breeden and Robert H. Litzenberger -- The value of an option to exchange one asset for another / William Margrabe -- The valuation of compound options / Robert Geske -- Foreign currency option values / Mark B. Garman and Steven W. Kohlhagen -- The pricing of options on assets with stochastic volatilities / Joh Hull and Alan White -- A pricing method for options based on average asset values / A.G.Z. Kemna and A.C. F. Vorst.".
- catalog title "Options : classic approaches to pricing and modelling / [edited by Lane Hughston].".
- catalog type "text".