The Black-Scholes Model (English, Marek Capinski)
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Book Details
Publisher
Cambridge University Press
Language
English
ISBN-13
9781107001695
ISBN-10
1107001692
Author
Marek Capinski
About the Book
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 instrument…
ISBN: 9781107001695
ISBN-13: 9781107001695
ISBN-10: 1107001692
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Product ID: isbn-9781107001695
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