Black-Scholes and Beyond 2024 pdf epub mobi 电子书


Black-Scholes and Beyond

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发表于2024-11-08

Black-Scholes and Beyond 2024 pdf epub mobi 电子书

Black-Scholes and Beyond 2024 pdf epub mobi 电子书

Black-Scholes and Beyond 2024 pdf epub mobi 电子书



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出版者:McGraw-Hill
作者:Neil A. Chriss
出品人:
页数:480
译者:
出版时间:1996-9
价格:USD 70.00
装帧:Hardcover
isbn号码:9780786310258
丛书系列:

图书标签: 金融  必读  1经济   


Black-Scholes and Beyond 2024 pdf epub mobi 电子书 图书描述

An unprecedented book on option pricing! For the first time, the basics on modern option pricing are explained ``from scratch'' using only minimal mathematics. Market practitioners and students alike will learn how and why the Black-Scholes equation works, and what other new methods have been developed that build on the success of Black-Shcoles. The Cox-Ross-Rubinstein binomial trees are discussed, as well as two recent theories of option pricing: the Derman-Kani theory on implied volatility trees and Mark Rubinstein's implied binomial trees. Black-Scholes and Beyond will not only help the reader gain a solid understanding of the Balck-Scholes formula, but will also bring the reader up to date by detailing current theoretical developments from Wall Street. Furthermore, the author expands upon existing research and adds his own new approaches to modern option pricing theory. Among the topics covered in Black-Scholes and Beyond: detailed discussions of pricing and hedging options; volatility smiles and how to price options ``in the presence of the smile''; complete explanation on pricing barrier options.

Black-Scholes and Beyond 2024 pdf epub mobi 电子书

Black-Scholes and Beyond 2024 pdf epub mobi 电子书
想要找书就要到 本本书屋
立刻按 ctrl+D收藏本页
你会得到大惊喜!!

Black-Scholes and Beyond 2024 pdf epub mobi 用户评价

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not mathematical, but involves a lot intuitive content.

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not mathematical, but involves a lot intuitive content.

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not mathematical, but involves a lot intuitive content.

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not mathematical, but involves a lot intuitive content.

评分

not mathematical, but involves a lot intuitive content.

Black-Scholes and Beyond 2024 pdf epub mobi 电子书


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