Black Scholes and Beyond : Option Pricing Models Book

Black Scholes and Beyond : Option Pricing Models, An unprecedented book on option pricing! For the first time, the basics on modern option pricing are explained &'grave;from scratch'' using only minimal mathematics. Market practitioners and students alike will learn how and why the Black-Scholes equa, Black Scholes and Beyond : Option Pricing Models

4 out of 5 stars based on 2 reviews

Black Scholes and Beyond : Option Pricing Models
Written by author Neil A. Chriss
Published by McGraw-Hill Professional, 1996/09/01
An unprecedented book on option pricing! For the first time, the basics on modern option pricing are explained &'grave;from scratch'' using only minimal mathematics. Market practitioners and students alike will learn how and why the Black-Scholes equa

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Book Categories

Authors

1 Stocks, Options, and Futures 11

2 Fundamental Mathematical Concepts 57

3 The Geometric Brownian Motion Model of Price Movements 93

4 The Black-Scholes Formula 119

5 More on the Black-Scholes Formula 185

6 Binomial Trees 219

7 Basic Option Pricing With Binomial Trees 273

8 The Volatility Smile 327

9 Implied Volatility Trees 361

10 Implied Binomial Trees 411

11 Pricing Barrier Options in the Presence of the Smile 433

Bibliography 477

Author Index 484

Index 486

Title: Black Scholes and Beyond : Option Pricing Models

Manufacturer:

McGraw Hill

Item Number: 9780786310258

Number: 1

Product Description: Black Scholes and Beyond : Option Pricing Models

Universal Product Code (UPC): 9780786310258

WonderClub Stock Keeping Unit (WSKU): 9780786310258

Rating: 4/5 based on 2 Reviews

Image Location: https://wonderclub.com/images/covers/02/58/9780786310258.jpg

Category: Media >> Books

Weight: 0.200 kg (0.44 lbs)

Width: 6.300 cm (2.48 inches)

Heigh : 9.000 cm (3.54 inches)

Depth: 1.180 cm (0.46 inches)

Date Added: August 25, 2020, Added By: Ross

Date Last Edited: August 25, 2020, Edited By: Ross

Price	Condition	Delivery	Seller	Action
$99.99	Digital	Arrives between Apr 19 - May 19 Login to your account for a direct download. Some files are emailed from Dropbox. Continent $0.00 - World $0.00	WonderClub (9294 total ratings)

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Felix Kim

reviewed Black Scholes and Beyond : Option Pricing Models on June 04, 2016

Black Scholes and Beyond : Option Pricing Models

Indispensabile per comprendere la formula di Black & Scholes
Essential to understand the formula of Black & Scholes

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Black Scholes and Beyond : Option Pricing Models, An unprecedented book on option pricing! For the first time, the basics on modern option pricing are explained &'grave;from scratch'' using only minimal mathematics. Market practitioners and students alike will learn how and why the Black-Scholes equa, Black Scholes and Beyond : Option Pricing Models

Add Black Scholes and Beyond : Option Pricing Models, An unprecedented book on option pricing! For the first time, the basics on modern option pricing are explained &'grave;from scratch'' using only minimal mathematics. Market practitioners and students alike will learn how and why the Black-Scholes equa, Black Scholes and Beyond : Option Pricing Models to the inventory that you are selling on WonderClub

Add Black Scholes and Beyond : Option Pricing Models, An unprecedented book on option pricing! For the first time, the basics on modern option pricing are explained &'grave;from scratch'' using only minimal mathematics. Market practitioners and students alike will learn how and why the Black-Scholes equa, Black Scholes and Beyond : Option Pricing Models to your collection on WonderClub

Black Scholes and Beyond : Option Pricing Models Book

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1	Stocks, Options, and Futures	11
2	Fundamental Mathematical Concepts	57
3	The Geometric Brownian Motion Model of Price Movements	93
4	The Black-Scholes Formula	119
5	More on the Black-Scholes Formula	185
6	Binomial Trees	219
7	Basic Option Pricing With Binomial Trees	273
8	The Volatility Smile	327
9	Implied Volatility Trees	361
10	Implied Binomial Trees	411
11	Pricing Barrier Options in the Presence of the Smile	433
	Bibliography	477
	Author Index	484
	Index	486