The Black-Scholes Model

- The Black-Scholes Model

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indgår i serie Mastering Mathematical Finance


The Black-Scholes Model
  • Leveringstid 4-7 hverdage
  • Forventet levering 29-11-2019
Format:
Bog, paperback
Udgivelsesdato:
13-09-2012
Sprog:
Engelsk
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  • Yderligere info
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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.

Andre udgaver:

Bog, hardback

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Udgivelsesdato:
13-09-2012
ISBN13:
9780521173001
Vægt:
300 g
Dybde:
12 mm
Bredde:
152 mm
Højde:
228 mm
Format:
Paperback
  • Forfattere

  • Bibliotekernes beskrivelse

    The authors focus on the key mathematical model used by finance practitioners, the Black-Scholes model, to explore the basic methodology of option pricing with a variety of derivative securities. Students, practitioners and researchers will benefit from the rigorous, but unfussy, approach to technical issues. Worked examples or Exercises; 3 Line drawings, unspecified

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