The Black-Scholes Model |
|
| Author:
| Capiński, Marek
Kopp, Ekkehard |
| Series title: | Mastering Mathematical Finance Ser. |
| ISBN: | 978-1-107-00169-5 |
| Publication Date: | Sep 2012 |
| Publisher: | Cambridge University Press
|
| Book Format: | Hardback |
| List Price: | USD $68.00 |
Book Description:
|
The authors focus on the key mathematical model used by finance practitioners, the Black-Scholes model, to explore the basic methodology of option pricing with a variety of derivative securities. Students, practitioners and researchers will benefit from the rigorous, but unfussy, approach to technical issues.
The authors focus on the key mathematical model used by finance practitioners, the Black-Scholes model, to explore the basic methodology of option pricing with a variety of derivative securities. Students, practitioners and researchers will benefit from the rigorous, but unfussy, approach to technical issues.