Journal of Finance Vol. 46 No. 2 1991
Options: An Introduction.
Abstract
1. The Options Market. 2. Option Payoffs and Option Strategies. 3. Bounds on Option Prices. 4. European Option Pricing. 5. Option Sensitivities and Option Hedging. 6. American Option Pricing. 7. Options on Stock Indexes, Foreign Currency, and Futures. 8. The Options Approach to Corporate Securities. OPTION! Installation and Quick Start Exercises for OPTION!. Index. Appendix.
- DOI
- 10.2307/2328851
- Volume
- 46
- Issue
- 2
- Pages
- 793
- Sources
- openalex crossref