9780786310258
Black-Scholes and Beyond: Option Pricing Modfels
Neil A. Chriss; Neil Chriss
ISBN 13: 9780786310258
Publisher: Irwin Professional Pub
Publication Date: 1996
Binding: Hardcover
Your Satisfaction is Guaranteed:
An unprecedented book on option pricing! For the first time, the basics on modern option pricing are explained ``from scratch'' using only minimal mathematics. Market practitioners and students alike will learn how and why the Black-Scholes equation works, and what other new methods have been developed that build on the success of Black-Shcoles. The Cox-Ross-Rubinstein binomial trees are discussed, as well as two recent theories of option pricing: the Derman-Kani theory on implied volatility trees and Mark Rubinstein's implied binomial trees. Black-Scholes and Beyond will not only help the reader gain a solid understanding of the Balck-Scholes formula, but will also bring the reader up to date by detailing current theoretical developments from Wall Street. Furthermore, the author expands upon existing research and adds his own new approaches to modern option pricing theory. Among the topics covered in Black-Scholes and Beyond: detailed discussions of pricing and hedging options; volatility smiles and how to price options ``in the presence of the smile''; complete explanation on pricing barrier options.
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Book Description: McGraw-Hill Education - Europe Irwin Professional Publishing, 1996. hardback. Book Condition: Brand New. *** NEW COPY *** TITLE SHIPPED FROM UK *** Binding hardback 1 Stocks, Options, and Futures 112 Fundamental Mathematical Concepts 573 The Geometric Brownian Motion Model of Price Movements 934 The Black-Scholes Formula 1195 More on the Black-Scholes Formula 1856 Binomial Trees 2197 Basic Option Pricing With. Bookseller Inventory # 0786310251 Bookseller & Payment Information | More Books from this Seller | Ask Bookseller a Question |
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