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

 
9780786310265: The Black Scholes and Beyond Interactive Toolkit: A Step-by-Step Guide to In-Depth Option Pricing Models
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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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  • PublisherIrwin Professional Pub
  • Publication date1997
  • ISBN 10 078631026X
  • ISBN 13 9780786310265
  • BindingPaperback
  • Number of pages320

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9780786311408: Black Scholes Bank Toolkit Pkg

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