Black-Scholes Model

Name: Black-Scholes Model
Brand: Cambridge University Press
SKU: 9781107001695
Price: 1721 CZK
Availability: InStock

Autor: Marek Capinski

Jazyk:

Vazba: Pevná

Vydavatel: Cambridge University Press

Dostupnost: Skladem u dodavatele

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1 721 Kč

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

Informace o knize

Autor

Marek Capinski

Jazyk

Angličtina

Vazba

Kniha - Pevná

Vydáno

2012

Stránek

178

EAN

9781107001695

ISBN

1107001692

Enbook ID

01285228

Vydavatel

Cambridge University Press

Hmotnost

420

Rozměry

161 x 235 x 17

Kompletní popis

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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