
Options Markets: (The International Library of Critical Writings in Financial Economics series)
By
George M. Constantinides (Contributor) A.G. Malliaris (Contributor)
Hardback
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Description
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.As a comprehensive and integrated collection of articles, Options Markets is an invaluable companion to intermediate and advanced textbooks on derivatives. The historical perspective provided in this collection and the distinctiveness of its articles will appeal to both the applied and the theoretical researcher seeking fresh insights into derivatives.
About the Author
Edited by George M. Constantinides, Leo Melamed Professor of Finance, Graduate School of Business, University of Chicago, US and A.G. Malliaris, Walter F. Mullady Sr Professor of Business Administration, Department of Economics and Department of Finance, Loyola University Chicago, US
More Details
- Contributor: George M. Constantinides
- Imprint: Edward Elgar Publishing Ltd
- ISBN13: 9781840640144
- Number of Pages: 1936
- Packaged Dimensions: 169x244mm
- Format: Hardback
- Publisher: Edward Elgar Publishing Ltd
- Release Date: 2001-01-26
- Series: The International Library of Critical Writings in Financial Economics series
- Binding: Hardback
- Biography: Edited by George M. Constantinides, Leo Melamed Professor of Finance, Graduate School of Business, University of Chicago, US and A.G. Malliaris, Walter F. Mullady Sr Professor of Business Administration, Department of Economics and Department of Finance, Loyola University Chicago, US
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