Black-Scholes Model

Name: Black-Scholes Model
Brand: Cambridge University Press
SKU: 9781107001695
Price: 323.42 PLN
Availability: InStock

Autor: Marek Capinski

Język:

Oprawa: Twarda

Wydawca: Cambridge University Press

Dostępność: Dostępna u dostawcy

Wysyłamy za 14-21 dni

323.42 zł

The Black–Scholes option pricing model is the first and by far the best-known continuous-time mathem...

Informacje o książce

Autor

Marek Capinski

Język

Angielski

Oprawa

Książka - Twarda

Data wydania

2012

strony

178

EAN

9781107001695

ISBN

1107001692

Enbook ID

01285228

Wydawca

Cambridge University Press

Waga

420

Wymiary

161 x 235 x 17

Pełny opis

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.

Możesz być zainteresowany

Najczęściej wyszukiwane

Categories

Authors

Publishers

Produkty

Produkty

Najczęściej wyszukiwane

Categories

Authors

Publishers

Produkty

Produkty

Black-Scholes Model

Informacje o książce

Pełny opis

Możesz być zainteresowany

Black-Scholes Model

Probability Through Problems

Probability Through Problems, 1

The Challenger Sale

Modern Egypt and Thebes

Spacetime and Geometry

Official Cambridge Guide to IELTS Student's Book with Answers with DVD-ROM

Option Volatility and Pricing: Advanced Trading Strategies and Techniques

Business Vocabulary in Use: Advanced Book with Answers

Principles of Power Electronics

Cambridge Advanced Learner's Dictionary

Chaos

Caraval Paperback Boxed Set

Our Wives Under The Sea

Secret Sex Room

Attack on Titan The Final Season Part 2 Manga Box Set

Naturally Vegan

Grandmaster of Demonic Cultivation: Mo Dao Zu Shi (Novel) Vol. 4

Snow White and Other Grimms' Fairy Tales (MinaLima Edition)

Ultrasonographic Anatomy of the Face and Neck for Minimally Invasive Procedures

Scum Villain's Self-Saving System: Ren Zha Fanpai Zijiu Xitong (Novel) Vol. 1

Hellboy Omnibus Boxed Set

Bungo Stray Dogs: Beast, Vol. 1

Oathbound