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Rubinstein On Derivatives

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Rubinstein On Derivatives

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Author : Mark Rubinstein
language : en
Publisher:
Release Date : 1999

Rubinstein On Derivatives written by Mark Rubinstein and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999 with Business & Economics categories.

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.

Derivatives A Powerplus Picture Book

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Author : Mark Rubinstein
language : en
Publisher:
Release Date : 1998

Derivatives A Powerplus Picture Book written by Mark Rubinstein and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1998 with Business & Economics categories.

A History Of The Theory Of Investments

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Author : Mark Rubinstein
language : en
Publisher: John Wiley & Sons
Release Date : 2011-09-02

A History Of The Theory Of Investments written by Mark Rubinstein and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 2011-09-02 with Business & Economics categories.

"This exceptional book provides valuable insights into the evolution of financial economics from the perspective of a major player." -- Robert Litzenberger, Hopkinson Professor Emeritus of Investment Banking, Univ. of Pennsylvania; and retired partner, Goldman Sachs A History of the Theory of Investments is about ideas -- where they come from, how they evolve, and why they are instrumental in preparing the future for new ideas. Author Mark Rubinstein writes history by rewriting history. In unearthing long-forgotten books and journals, he corrects past oversights to assign credit where credit is due and assembles a remarkable history that is unquestionable in its accuracy and unprecedented in its power. Exploring key turning points in the development of investment theory, through the critical prism of award-winning investment theory and asset pricing expert Mark Rubinstein, this groundbreaking resource follows the chronological development of investment theory over centuries, exploring the inner workings of great theoretical breakthroughs while pointing out contributions made by often unsung contributors to some of investment's most influential ideas and models.

Course Overview Derivatives

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Author : Mark Rubinstein
language : en
Publisher:
Release Date : 2000

Course Overview Derivatives written by Mark Rubinstein and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with categories.

Instructor: Professor Mark RubinsteinPaul Stephens Professor of Applied Investment AnalysisUniversity of California at BerkeleyObjectivesThis course provides a full introduction to modern derivatives pricing and hedging theory and practice ? from the basic features of futures and options, to the binomial option pricing model and the Black-Scholes formula, and to aspects of measuring volatility and coping with trading costs that which are necessary to put the theory into practice. It emphasizes economic intuition and understanding over detailed quantitative analysis. Important quantitative techniques and arguments are completely developed but with the simplest possible use of mathematics.Textbook and SoftwareThe course uses Rubinstein's new book Derivatives: A PowerPlus Picture Book. In place of the usual format of an assigned text with separate teaching notes, his book blends 382 pages of text with 342 professionally designed PowerPoint slides, and problems and quizzes, extended worked numerical examples, specialized bibliographies, computer applications (including MATLAB for Derivatives and Rubinstein's Option Calculator), a computerized glossary and Internet access into an integrated educational experience. Students not only receive a copy of the book but also its accompanying CD-ROM, as well as free downloadable updates from the Internet. The course is taught from a computer hooked up to a projector and, optionally, the Internet.

The Handbook Of Equity Derivatives

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Author : Jack Clark Francis
language : en
Publisher: John Wiley & Sons
Release Date : 1999-11-08

The Handbook Of Equity Derivatives written by Jack Clark Francis and has been published by John Wiley & Sons this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999-11-08 with Business & Economics categories.

Aktienderivate gehören zu den populärsten Derivatprodukten, die von institutionellen Anlegern gehandelt werden. Ein Aktienderivat ist ein Future oder eine Option auf Aktien oder Aktienindices. Zu den traditionellen Aktienderivaten gehören Optionsscheine, Optionen, Futures und Aktienindexfutures. Das "Handbook of Equity" ist eine vollständige und umfassende Überarbeitung des ersten und einzigen Buches zu diesem Thema. Herausgegeben von führenden Köpfen der Branche - darunter Nobelpreisträger Fischer Black, John Braddock und Mark Rubenstein - enthält es wichtige neue Informationen zu Aktienindexfutures und -optionen und erweitert die mathematische Diskussion um das Black & Scholes-Modell. (11/99)

A Generalization Of The Brennan Rubinstein Approach For The Pricing Of Derivatives

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Author : Antonio Camara
language : en
Publisher:
Release Date : 2008

A Generalization Of The Brennan Rubinstein Approach For The Pricing Of Derivatives written by Antonio Camara and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2008 with categories.

This paper derives preference-free option pricing equations in a discrete time economy where asset returns have continuous distributions. There is a representative agent who has risk preferences with an exponential representation. Aggregate wealth and the underlying asset price have transformed normal distributions which may or may not belong to the same family of distributions. Those pricing results are particularly valuable (a) to show new sufficient conditions for existing risk-neutral option pricing equations (e.g., the Black-Scholes model), and (b) to obtain new analytical solutions for the price of European-style contingent claims when the underlying asset has a transformed normal distribution (e.g., a negatively skew lognormal distribution).