Financial derivatives pricing : selected works of Robert Jarrow /

This book is a collection of original papers by Robert Jarrow that contributed to significant advances in financial economics. Divided into three parts, Part I concerns option pricing theory and its foundations. The papers here deal with the famous Black-Scholes-Merton model, characterizations of th...

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Bibliographic Details
Online Access: Full text (MCPHS users only)
Main Author: Jarrow, Robert A.
Format: Electronic eBook
Language:English
Published: Singapore ; Hackensack, NJ : World Scientific, 2008
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Local Note:ProQuest Ebook Central