Derivatives Pricing and Financial Modelling
Derivatives Pricing and Financial Modelling Derivatives Pricing and Financial Modelling Andrew Cairns: room M3.08 E-mail: A.Cairns@ma.hw.ac.uk Tutorial 10
Rubinstein Mark – Rubinstein on Derivatives
Rubinstein Mark An introduction to modern derivatives pricing and hedging theory and practice. It includes discussion of binomial option pricing, futures and bonds, volatility, quantitative tahlil, exotic options, corporate securities, empirical tests, portfolio optimization and performance measurement.