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The Black–Scholes Model by Marek Capiński, Paperback | Indigo Chapters

From Marek Capiński

Current price: $53.95
The Black–Scholes Model by Marek Capiński, Paperback | Indigo Chapters
The Black–Scholes Model by Marek Capiński, Paperback | Indigo Chapters

Coles

The Black–Scholes Model by Marek Capiński, Paperback | Indigo Chapters

From Marek Capiński

Current price: $53.95
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Size: 1 x 1 x 1

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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. | The Black–Scholes Model by Marek Capiński, Paperback | Indigo Chapters

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