Rubinstein On Derivatives

Mark Rubinstein

ISBN 10: 1899332537 / ISBN 13: 9781899332533

Published by Risk Publications, 2000

About this Item

Gently read. May have name of previous ownership, or ex-library edition. Binding tight; spine straight and smooth, with no creasing; covers clean and crisp. Minimal signs of handling or shelving. 100% GUARANTEE! Shipped with delivery confirmation, if you're not satisfied with purchase please return item! Ships USPS Media Mail.

Seller Inventory # OTV.1899332537.VG

Bibliographic Details

• Title: Rubinstein On Derivatives
• Publisher: Risk Publications
• Publication Date: 2000
• Language: English
• ISBN 10: 1899332537
• ISBN 13: 9781899332533
• Binding: Soft cover
• Condition: very_good

About this title

Synopsis

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.

About the Author

Mark Rubinstein is the Paul Stephens Professor of Applied Investment Analysis at the Haas School of Business at the University of California at Berkeley. He is a graduate of Harvard University, Stanford University and the University of California at Los Angeles.

Professor Rubinstein is renowned for his work on the binominal option pricing model (also known as the Cox-Ross-Rubinstein model). His publications include the book Options Markets, as well as more than 50 publications in leading finance and economic journals. He is currently an associate editor of 10 journals in these areas.

He has won numerous prizes and awards for his research and writing on derivatives, including International Financial Engineer of the Year for 1995. In 1993 he served as President of the American Finance Association.