HOME > Detail View

Detail View

Options markets

Options markets (Loan 14 times)

Material type
단행본
Personal Author
Cox, John C. Rubinstein, Mark, 1944-.
Title Statement
Options markets / John C. Cox, Mark Rubinstein.
Publication, Distribution, etc
Englewood Cliffs, N.J. :   Prentice-Hall,   c1985.  
Physical Medium
ix, 498 p. : ill. ; 24 cm.
ISBN
0136382053
General Note
Includes index.  
Bibliography, Etc. Note
Bibliography: p. 478-492.
000 00628camuuu2002171a 4500
001 000000231655
005 19981117113013.0
008 841019s1985 njua b 00110 eng d
020 ▼a 0136382053
040 ▼a 211009 ▼c 211009
049 1 ▼l 412684396 ▼l 412684397
082 0 4 ▼a 332.6452
090 ▼a 332.6452 ▼b C877o
100 1 ▼a Cox, John C.
245 1 0 ▼a Options markets / ▼c John C. Cox, Mark Rubinstein.
260 ▼a Englewood Cliffs, N.J. : ▼b Prentice-Hall, ▼c c1985.
300 ▼a ix, 498 p. : ▼b ill. ; ▼c 24 cm.
500 ▼a Includes index.
504 ▼a Bibliography: p. 478-492.
700 1 ▼a Rubinstein, Mark, ▼d 1944-.

No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Main Library/Western Books/ Call Number 332.6452 C877o Accession No. 412684396 Availability Available Due Date Make a Reservation Service B M
No. 2 Location Sejong Academic Information Center/Social Science/ Call Number 332.645 C877o Accession No. 452032486 Availability Available Due Date Make a Reservation Service
No. 3 Location Sejong Academic Information Center/Social Science/ Call Number 332.645 C877o Accession No. 452088314 Availability Available Due Date Make a Reservation Service
No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Main Library/Western Books/ Call Number 332.6452 C877o Accession No. 412684396 Availability Available Due Date Make a Reservation Service B M
No. Location Call Number Accession No. Availability Due Date Make a Reservation Service
No. 1 Location Sejong Academic Information Center/Social Science/ Call Number 332.645 C877o Accession No. 452032486 Availability Available Due Date Make a Reservation Service
No. 2 Location Sejong Academic Information Center/Social Science/ Call Number 332.645 C877o Accession No. 452088314 Availability Available Due Date Make a Reservation Service

Contents information

Table of Contents


CONTENTS
PREFACE = ⅶ
1 INTRODUCTION = 1
 1-1 What Are Puts and Calls? = 1
 1-2 Payoff Diagrams for Elementary Strategies = 8
 1-3 A Brief Survey of the Way Options Are Traded = 23
2 SOME FUNDAMENTAL ASPECTS OF OPTIONS = 33
 2-1 Determinants of Option Value = 33
 2-2 The Relationship Between Puts and Calls = 39
 2-3 Why Investors Use Options = 44
 Appendix 2A The Relationship Between Options and Forward and Futures Contracts = 59
3 THE STRUCTURE OF THE MARKET FOR PUTS AND CALLS = 63
 3-1 Public Orders = 63
 3-2 The Options Clearing Corporation = 69
 3-3 How the Exchanges Work = 71
 3-4 The Performance of Options Markets = 82
 3-5 Institutional Participation in Options Markets = 93
 Appendix 3A Margin = 98
 Appendix 3B Commissions = 109
 Appendix 3C Taxes = 115
4 GENERAL ARBITRAGE RELATIONSHIPS = 127
 4-1 Arbitrage Restrictions on Call Values = 129
 4-2 Arbitrage Restrictions on Put Values = 145
 4-3 Further Results on the Relationship Between Puts and Calls = 150
 4-4 Some Restrictions on Option Values as a Function of the Stock Price = 154
 Appendix 4A Arbitrage Restrictions on the Value of Cash Dividends = 161
5 AN EXACT OPTION PRICING FORMULA = 165
 5-1 The Basic Idea = 166
 5-2 Binomial Random Walks = 168
 5-3 The Binomial Option Pricing Formula = 171
 5-4 Riskless Trading Strategies = 178
 5-5 Option Risk and Expected Return = 185
 5-6 The Black-Scholes Formula = 196
 5-7 An Alternative Derivation = 212
 5-8 How Changes in the Variables Affect Black-Scholes Option Values = 215
 5-9 How to Include Dividends and the Possibility of Early Exercise = 236
6 HOW TO USE THE BLACK-SCHOLES FORMULA = 253
 6-1 How to Compute Black-Scholes Values = 254
 6-2 Some Modifications to Make the Model Work Better = 266
 6-3 Analysis of Covered Positions = 287
 6-4 Screening Neutral Positions = 307
 6-5 Portfolio Considerations = 317
 6-6 Empirical Evidence = 338
 Appendix 6A Valuation with Programmable Calculators = 343
 Appendix 6B Stocks with Exchange-Traded Options = 346
7 GENERALIZATIONS AND APPLICATIONS = 359
 7-1 Alternative Descriptions of Stock Price Movements = 360
 7-2 Generalized Options = 371
 7-3 Corporate Securities = 375
 7-4 Down-and-Out Options = 408
 7-5 Compound Options = 412
 7-6 Options on More Than One Stock = 415
 7-7 Options on Stock Futures = 418
 7-8 An Outline of Some Further Extensions = 420
8 INNOVATIONS IN OPTIONS MARKETS = 427
 8-1 The Economic Function of Securities Markets = 427
 8-2 The Contribution of Options = 436
 8-3 Options on the Market Portfolio = 446
 8-4 The Superfund = 458
 Appendix 8A An Index of Option Prices = 468
GLOSSARY OF SYMBOLS = 475
BIBLIOGRAPHY = 478
INDEX = 493


New Arrivals Books in Related Fields

Ingham, Geoffrey K. (2020)