Options II

Moorad Choudhry, Didier Joannas, Gino Landuyt, Richard Pereira and Rod Pienaar
Additional contact information
Moorad Choudhry: Europe Arad Bank plc
Didier Joannas: Thomson Reuters-Risk in North Asia
Gino Landuyt: Europe Arad Bank plc
Rod Pienaar: UBS AG prime services

Chapter 18 in Capital Market Instruments, 2010, pp 351-369 from Palgrave Macmillan

Abstract: Abstract In this chapter we present an overview of option pricing. There is a vast literature in this field, and space constraints allow us to consider only the basic concepts. Readers are directed to the bibliography for further recommended texts.

Keywords: Interest Rate; Asset Price; Option Price; Stochastic Volatility; Call Option (search for similar items in EconPapers)
Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:pal:palchp:978-0-230-27938-4_18

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DOI: 10.1057/9780230279384_18

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