Description: Black-Scholes Model, Hardcover by Capinski, Marek; Kopp, Ekkehard, ISBN 1107001692, ISBN-13 9781107001695, Like New Used, Free shipping in the US The Black–Scholes option pricing model is the first and by far the best-known continuous-time mathematical model used in mathematical finance. Here, it provides a sufficiently complex, yet tractable, testbed for exploring the basic methodology of option pricing. The discussion of extended markets, the careful attention paid to the requirements for admissible trading strategies, the development of pricing formulae for many widely traded instruments and the additional complications offered by multi-stock models will appeal to a wide class of instructors. Students, practitioners and researchers alike will benefit from th's rigorous, but unfussy, approach to technical issues. It highlights potential pitfalls, gives clear motivation for results and techniques and includes carefully chosen examples and exercises, all of which make it suitable for self-study.
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Book Title: Black-Scholes Model
Number of Pages: 178 Pages
Publication Name: Black-Scholes Model
Language: English
Publisher: Cambridge University Press
Subject: Investments & Securities / Options, Statistics
Item Height: 0.6 in
Publication Year: 2012
Features: New Edition
Item Weight: 14.8 Oz
Type: Textbook
Item Length: 9.3 in
Author: Marek CapińSki, Ekkehard Kopp
Subject Area: Business & Economics
Item Width: 6.1 in
Series: Mastering Mathematical Finance Ser.
Format: Hardcover
