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The Black Scholes and Beyond Interactive Toolkit: A Step-by-Step Guide to In-Depth Option Pricing Models

Chriss, Neil A.

1 ratings by Goodreads
ISBN 10: 078631026X / ISBN 13: 9780786310265
Published by Irwin Professional Pub, 1997
New Condition: New Soft cover
From Griffin Books (Stamford, CT, U.S.A.)

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As new large format softcover with two sealed discs (3.5") Please email for photos. Larger books or sets may require additional shipping charges. Books sent via US Postal. Bookseller Inventory # 65190

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Bibliographic Details

Title: The Black Scholes and Beyond Interactive ...

Publisher: Irwin Professional Pub

Publication Date: 1997

Binding: Paperback

Book Condition: New

About this title

Synopsis:

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.

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