O'Reilly logo

Derivatives: Markets, Valuation, and Risk Management by ROBERT E. WHALEY

Stay ahead with the world's most comprehensive technology and business learning platform.

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, tutorials, and more.

Start Free Trial

No credit card required

Acknowledgments

Writing a comprehensive book on derivatives is an impossible task. Derivatives markets continue to grow at rapid rate, with thousands of new products or product variations being introduced every year. At best, all a derivatives book can hope to provide is a framework for understanding derivatives contract valuation and risk management as well as the structure of the markets within which they trade. My thinking about these issues has been influenced in many important ways by coauthors, professional colleagues, teachers, and students. Among those who deserve special recognition and gratitude are David Alexander, Fred Arditti, Lynn Bai, Giovanni Barone-Adesi, Messod D. Beneish, Fischer Black, Nicolas P. B. Bollen, Michael Bradley, Michael W. Brandt, Alon Brav, Alan Brudner, Pat Catania, Alger “Duke” Chapman, Joseph K. Cheung, Jeff Fleming, Theodore E. Day, Paul Dengel, Bernard Dumas, Frank J. Fabozzi, Myron J. Gordon, John Graham, Dwight Grant, Stephen Gray, Campbell R. Harvey, Edward Joyce, Runeet Kishore, T.E. “Rick” Kilcollin, Chris Kirby, Alan W. Kleidon, Albert “Pete” Kyle, Joseph Levin, Craig Lewis, Ravi Mattu, Robert C. Merton, Merton H. Miller, Matt Moran, Jay Muthuswamy, Barbara Ostdiek, Todd Petzel, Emma Rasiel, Ray Rezner, David T. Robinson, Mark Rubinstein, Eileen Smith, Bill Speth, Hans R. Stoll, René M. Stulz, Joseph R. Sweeney, and Guofu Zhou. I am especially indebted to Tom Smith of Australian National University in Canberra who carefully read and commented ...

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, interactive tutorials, and more.

Start Free Trial

No credit card required