- ISBN
- 1899332669
- Author
- Lane Hughston
- Format
- Hb
- Edition
- 1st
- Published
- Jan 1, 1999
- Publisher
- Risk Books
- Selected "classic" options papers from the 1960's to the 1990's, each of which as brought a truly innovative approach to the business of financial engineering
- A unique compilation of papers brings together writing from Black and Scholes, Samuelson, Hull and White and Margrabe as well as other leading theoreticians
- An invaluable reference tool on options pricing and modelling
- A unique compilation of papers brings together writing from Black and Scholes, Samuelson, Hull and White and Margrabe as well as other leading theoreticians
- An invaluable reference tool on options pricing and modelling