ISBN: 978-1-577-18071-5 October 1997 320 Pages
1. The Options Market.
2. Option Payoffs and Option Strategies.
3. Bounds on Options pricing.
4. European Option pricing.
5. Option Sensitivities and Option Hedging OPTVAL!!Installation and Quick Start Exercises for OPTVAL!!.
* Building block approach toward the factors affecting option pricing
* OPTVAL! software accompanies each copy of the text. Allows users to explore option pricing relationships discussed in the text, computes virtually all model prices and examples in the text and graphs option relationships.
* Text includes more than 40 exercises that can be completed using the software.