Black-Scholes and Beyond 2024 pdf epub mobi 電子書 下載


Black-Scholes and Beyond

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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 電子書 下載

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發表於2024-11-10

Black-Scholes and Beyond 2024 pdf epub mobi 電子書 下載

Black-Scholes and Beyond 2024 pdf epub mobi 電子書 下載

Black-Scholes and Beyond 2024 pdf epub mobi 電子書 下載



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出版者:McGraw-Hill
作者:Neil A. Chriss
出品人:
頁數:480
譯者:
出版時間:1996-9
價格:USD 70.00
裝幀:Hardcover
isbn號碼:9780786310258
叢書系列:

圖書標籤: 金融  必讀  1經濟   


Black-Scholes and Beyond 2024 pdf epub mobi 電子書 下載
想要找書就要到 本本書屋
立刻按 ctrl+D收藏本頁
你會得到大驚喜!!

Black-Scholes and Beyond pdf epub mobi 用戶評價

評分

not mathematical, but involves a lot intuitive content.

評分

not mathematical, but involves a lot intuitive content.

評分

not mathematical, but involves a lot intuitive content.

評分

not mathematical, but involves a lot intuitive content.

評分

not mathematical, but involves a lot intuitive content.

Black-Scholes and Beyond 2024 pdf epub mobi 電子書 下載


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