Rubinstein On Derivatives by Mark Rubinstein

Product Description

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.

Designed for the widest audience, without sacrificing a high level of understanding, graduating from limited math to arithmetic and algebra and some calculus. Covers forwards and futures, options, binomial trees, Black-Scholes, volatility and dynamic strategies with detailed definitions and examples.
Product Details
Amazon Sales Rank: #921640 in Books
Published on: 2000-01-01
Binding: Hardcover
400 pages
Editorial Reviews

Nassim Taleb
Rubinstein, we say on Wall Street about someone who knows options, can connect the dots, a rare attribute in academia.

Nassim Taleb
"Rubinstein, we say on Wall Street about someone who knows options, can connect the dots - a rare attribute in academia"

About the Author
Mark Rubinstein is the Paul Stephens Professor of Applied Investment Analysis at the Haas School of Business at the University of California at Berkeley. He is a graduate of Harvard University, Stanford University and the University of California at Los Angeles.

Professor Rubinstein is renowned for his work on the binominal option pricing model (also known as the Cox-Ross-Rubinstein model). His publications include the book Options Markets, as well as more than 50 publications in leading finance and economic journals. He is currently an associate editor of 10 journals in these areas.

He has won numerous prizes and awards for his research and writing on derivatives, including International Financial Engineer of the Year for 1995. In 1993 he served as President of the American Finance Association.
Customer Reviews

Well done
This book is great. A very detailed text, wonderfully presented. Rubinstein is not only a leading academic, but he also has practical experience. This reflects in his text. ...