A unified development of the subject, presenting the theory of
options in each of the different forms and stressing the
equivalence between each of the methodologies.
* Demystifies some of the more complex topics.
* Derives practical, tangible results using the theory, to help
practitioners in problem solving.
* Applies the results obtained to the analysis and pricing of
options in the equity, currency, commodity and interest rate
markets.
* Gives the reader the analytica...
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Preface.
PART I: ELEMENTS OF OPTION THEORY.
Fundamentals.
Option Basics.
Stock Price Distribution.
Principles of Option Pricing.
The Black Scholes Model.
American Opti...
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Peter James was educated at Magdalen College, Oxford and at University College, London. His first degrees are in Theoretical Physics and in Econometrics and Statist...