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Rubinstein On Derivatives
Posted on 2010-03-16
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Editorial Reviews Review "Rubinstein, we say on Wall Street about someone who knows options, can connect the dots - a rare attribute in academia" -- Nassim Taleb Rubinstein, we say on Wall Street about someone who knows options, can connect the dots, a rare attribute in academia. -- Nassim Taleb Product Description The authentic voice of a genuine master of his craft in a full introduction to modern derivatives pricing and hedging that is clear, provocative and rich in insight and experience. Designed for the widest audience, without sacrificing a high level of understanding, graduating from limited math to arithmetic and algebra and some calculus. Covers forwards and futures, options, binomial trees, Black-Scholes, volatility and dynamic strategies with detailed definitions and examples. Product Details * Hardcover: 400 pages * Publisher: Risk Books; 1 edition (January 1, 2000) * ISBN-10: 1899332537 * ISBN-13: 978-1899332533
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