Rubinstein On Derivatives (Repost)

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Rubinstein On Derivatives (Repost)

Mark Rubinstein, "Rubinstein On Derivatives"
2000 | pages: 485 | ISBN: 1899332537 | DJVU | 6 mb

An introduction to modern derivatives pricing and hedging theory and practice. It includes discussion of binomial option pricing, futures and bonds, volatility, quantitative analysis, exotic options, corporate securities, empirical tests, portfolio optimization and performance measurement.

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