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The Black Scholes Model (Electronic book text)
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The Black Scholes Model (Electronic book text)
Series: Mastering Mathematical Finance
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The Black Scholes option pricing model is the first and by far the
best-known continuous-time mathematical model used in mathematical
finance. Here, it provides a sufficiently complex, yet tractable,
testbed for exploring the basic methodology of option pricing. The
discussion of extended markets, the careful attention paid to the
requirements for admissible trading strategies, the development of
pricing formulae for many widely traded instruments and the
additional complications offered by multi-stock models will appeal
to a wide class of instructors. Students, practitioners and
researchers alike will benefit from the book's rigorous, but
unfussy, approach to technical issues. It highlights potential
pitfalls, gives clear motivation for results and techniques and
includes carefully chosen examples and exercises, all of which make
it suitable for self-study.
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