Table of Contents

Preface ix

THE ANCIENT PERIOD: Pre-1950 1

THE CLASSICAL PERIOD: 1950–1980 99

THE MODERN PERIOD: Post-1980 309

Notes 349

Index of Ideas 359

Index of Sources 365

About the Author

MARK RUBINSTEIN is the Paul Stephens Professor of Applied Investment Analysis at the Haas School of Business at the University of California, Berkeley. He is best known for his work on derivatives and asset pricing. Rubinstein is also the author or coauthor of numerous books, including Options Markets, Derivatives: A PowerPlus Picture Book, and Rubinstein on Derivatives, and has won numerous prizes and awards for his research and writing on derivatives. He is a graduate of Harvard University, Stanford University, and the University of California at Los Angeles.