Introduces implied volatility trees as a new technique for pricing options, and provides a software package that should be comprehensible to anyone with experience or training in such pricing from other sources than this text. The text explains such aspects as probability theory, lumpy dividends, options on futures, hedge parameters for European options, implied volatility, and price barrier options in the presence of the smile. The software, on 3.5" disks, requires Windows 3.1 or 95, at least a 386 computer, a math coprocessor chip, and at least 8MB of RAM. No index or bibliography. Annotation c. by Book News, Inc., Portland, Or.
"synopsis" may belong to another edition of this title.
Seller: ThriftBooks-Atlanta, AUSTELL, GA, U.S.A.
Paperback. Condition: As New. No Jacket. Pages are clean and are not marred by notes or folds of any kind. ~ ThriftBooks: Read More, Spend Less. Seller Inventory # G078631026XI2N00
Seller: ThriftBooks-Atlanta, AUSTELL, GA, U.S.A.
Paperback. Condition: Good. No Jacket. Pages can have notes/highlighting. Spine may show signs of wear. ~ ThriftBooks: Read More, Spend Less. Seller Inventory # G078631026XI3N00
Seller: World of Books (was SecondSale), Montgomery, IL, U.S.A.
Condition: Very Good. Item in very good condition! Textbooks may not include supplemental items i.e. CDs, access codes etc. Seller Inventory # 00088219200
Seller: BookScene, Hull, MA, U.S.A.
Paperback. Condition: Very Good. 1997. Nice Firm Clean copy ! Light general wear. DOES NOT contain the software, which was supplied in DISKETTE format, unreadable now. 320 pages. 6469L. Seller Inventory # 122533
Seller: SHIMEDIA, Orient, NY, U.S.A.
Condition: New. Satisfaction Guaranteed or your money back. Seller Inventory # 078631026X