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.
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EAN: 9781107001695
UPC: 9781107001695
ISBN: 9781107001695
MPN: N/A
Book Title: The Black-Scholes Model (Mastering Mathematical Fi
Item Length: 23.1 cm
Number of Pages: 178 Pages
Language: English
Publication Name: The Black-Scholes Model
Publisher: Cambridge University Press
Publication Year: 2012
Subject: Finance, Mathematics
Item Height: 235 mm
Item Weight: 420 g
Type: Textbook
Author: Marek Capinski, Ekkehard Kopp
Item Width: 156 mm
Format: Hardcover
