The Black-Scholes Model Paperback / softback
by Marek (AGH University of Science and Technology, Krakow) Capinski, Ekkehard (University of Hull) Kopp
Part of the Mastering Mathematical Finance series
Paperback / softback
- Information
Description
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 the book'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.
Information
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Out of StockMore expected soonContact us for further information
- Format:Paperback / softback
- Pages:178 pages, Worked examples or Exercises; 3 Line drawings, unspecified
- Publisher:Cambridge University Press
- Publication Date:13/09/2012
- Category:
- ISBN:9780521173001
Information
-
Out of StockMore expected soonContact us for further information
- Format:Paperback / softback
- Pages:178 pages, Worked examples or Exercises; 3 Line drawings, unspecified
- Publisher:Cambridge University Press
- Publication Date:13/09/2012
- Category:
- ISBN:9780521173001
