Book Review of

Options Markets

Author : John Cox and Mark Rubinstein

Pros : One of the keystone works in the pricing of derivative securities.

Cons : Quite theoretical, gets bogged down in trading details, light treatment of how options are used by money managers.

Grade : B

Contents : Jump to review...

1. Introduction
2. Some Fundamental Aspects of Options
3. The Structure of the Market for Puts and Calls
4. General Arbitrage Relationships
5. An Exact Option Pricing Formula
6. How to Use the Black-Scholes Formula
7. Generalizations and Applications
8. Innovations in Options Markets

Review :

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Reviewed by David Luhman, MBA, EA

Published 1985 by Prentice Hall. ISBN 0-13-638205-3
Length : 498 pages.