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Basic Black-Scholes: Option Pricing and Trading - Softcover

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9780970055224: Basic Black-Scholes: Option Pricing and Trading

Synopsis

This new book gives extremely clear explanations of Black-Scholes option pricing theory, and discusses direct applications of the theory to option trading. The presentation does not go far beyond basic Black-Scholes for three reasons: First, a novice need not go far beyond Black-Scholes to make money in the options markets; Second, all high-level option pricing theory is simply an extension of Black-Scholes; and Third, there already exist many books that look far beyond Black-Scholes without first laying the firm foundation given here. The trading advice does not go far beyond elementary call and put positions because more complex trades are simply combinations of these. The appendix includes Black-Scholes option pricing code for the HP17B, HP19B, and HP12C. An accompanying spreadsheet allows the user to forecast transactions costs for option positions using simple models.

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  • PublisherTimothy Crack
  • Publication date2004
  • ISBN 10 0970055226
  • ISBN 13 9780970055224
  • BindingPaperback
  • LanguageEnglish
  • Number of pages300
  • Rating
    • 4.14 out of 5 stars
      21 ratings by Goodreads

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Crack, Timothy Falcon
Published by Timothy Crack, 2004
ISBN 10: 0970055226 ISBN 13: 9780970055224
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Paperback. Condition: Very Good. No Jacket. May have limited writing in cover pages. Pages are unmarked. ~ ThriftBooks: Read More, Spend Less 1.6. Seller Inventory # G0970055226I4N00

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Crack, Timothy Falcon
Published by Timothy Crack, 2004
ISBN 10: 0970055226 ISBN 13: 9780970055224
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Seller: Book House in Dinkytown, IOBA, Minneapolis, MN, U.S.A.

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Paperback. Condition: Very Good+. Very good+ paperback copy, from a personal collection (NOT ex-library). Spine is uncreased, binding tight and sturdy; text also very good+. Exterior looks very nice. Ships from Dinkytown in Minneapolis, Minnesota. Due to the size/weight of this book extra charges may apply for international shipping. Seller Inventory # 298128

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Crack, T. F.
Published by Timothy Crack, 2004
ISBN 10: 0970055226 ISBN 13: 9780970055224
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Condition: Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. Clean from markings. In fair condition, suitable as a study copy. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,750grams, ISBN:9780970055224. Seller Inventory # 9930153

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