ISBN: 9781107001695

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, ye… Plus…

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. | The Blackâ??Scholes Model by Marek CapiÅ?ski Hardcover | Indigo Chapters Books > Business > Business Skills > Business Reference P10110, Marek CapiÅ?ski<

ISBN: 9781107001695

Hardback, [PU: CAMBRIDGE UNIVERSITY PRESS], The authors focus on the key mathematical model used by finance practitioners, the Black-Scholes model, to explore the basic methodology of opt… Plus…

Hardback, [PU: CAMBRIDGE UNIVERSITY PRESS], 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., Econometrics, Econometrics, Economic Statistics, Economic Statistics, Finance, Probability & Statistics, Applied Mathematics<

2012, ISBN: 9781107001695

Buch, Hardcover, [PU: Cambridge University Press], Cambridge University Press, 2012

ISBN: 9781107001695

hardcover. NEW/NEW. NEW, 6