Black-Scholes Model

Name: Black-Scholes Model
Brand: Cambridge University Press
SKU: 9781107001695
Price: 74.55 EUR
Availability: InStock

Автор: Marek Capinski

Език:

Корици: С твърди корици

Издател: Cambridge University Press

Наличност: Външен склад

Изпращаме след 14-21 дни

74.55 € 145.80 лв

The Black–Scholes option pricing model is the first and by far the best-known continuous-time mathem...

Информация за книгата

Автор

Marek Capinski

Език

Английски език

Корици

Книга - С твърди корици

Издадена

2012

страници

178

EAN

9781107001695

ISBN

1107001692

Enbook ID

01285228

Издател

Cambridge University Press

Теглоt

420

Размери

161 x 235 x 17

Пълно описание

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.

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Black-Scholes Model

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