The Black-Scholes Model (Paperback, New)

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.

General

Imprint:	Cambridge UniversityPress
Country of origin:	United Kingdom
Series:	Mastering Mathematical Finance
Release date:	September 2012
First published:	September 2012
Authors:	Marek Capin'ski • Ekkehard Kopp
Dimensions:	228 x 152 x 12mm (L x W x T)
Format:	Paperback - Trade
Pages:	178
Edition:	New
ISBN-13:	978-0-521-17300-1
Categories:	Books > Business & Economics > Finance & accounting > Finance > General Books > Science & Mathematics > Mathematics > Applied mathematics > General Books > Money & Finance > General
LSN:	0-521-17300-0
Barcode:	9780521173001

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