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Options Markets

Editor

Listed:
  • George M. Constantinides
  • A.G. Malliaris

Abstract

Options Markets presents an authoritative collection of the most important articles and papers on derivatives published during the last 35 years. These three volumes offer a unique and convenient resource for the reader to review the most important research at the frontier of this rapidly expanding area of financial economics. Topics include the theory, pricing and empirical evidence on equity derivatives, fixed-income derivatives, exotics, real options, numerical methods and risk management.

Suggested Citation

  • George M. Constantinides & A.G. Malliaris (ed.), 2001. "Options Markets," Books, Edward Elgar Publishing, volume 0, number 1699.
    • Handle: RePEc:elg:eebook:1699
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    File URL: http://www.e-elgar.com/shop/isbn/9781840640144
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    Cited by:

    1. Fengler, Matthias R. & Wang, Qihua, 2003. "Fitting the Smile Revisited: A Least Squares Kernel Estimator for the Implied Volatility Surface," SFB 373 Discussion Papers 2003,25, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.

    More about this item

    Keywords

    Economics and Finance;

    JEL classification:

    • F5 - International Economics - - International Relations, National Security, and International Political Economy

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