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Black-Scholes and Beyond: Option Pricing Models - Hardcover
US $20,00
CircaEUR 16,94
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- Compralo SubitoBlack-Scholes and Beyond: Option Pricing Models - Hardcover
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Spedizione:
Gratis USPS Media MailTM.
Oggetto che si trova a: Chula Vista, California, Stati Uniti
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Consegna prevista tra il ven 26 set e il mer 1 ott a 94104
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Numero oggetto eBay:276790067706
Specifiche dell'oggetto
- Condizione
- Brand
- Unbranded
- Book Title
- Black-Scholes and Beyond: Option Pricing Models
- MPN
- Does not apply
- ISBN
- 9780786310258
Informazioni su questo prodotto
Product Identifiers
Publisher
McGraw-Hill Companies, T.H.E.
ISBN-10
0786310251
ISBN-13
9780786310258
eBay Product ID (ePID)
824495
Product Key Features
Number of Pages
480 Pages
Language
English
Publication Name
Black Scholes and Beyond: Option Pricing Models
Subject
Investments & Securities / Futures, Investments & Securities / Options, Investments & Securities / General
Publication Year
1996
Type
Textbook
Subject Area
Business & Economics
Format
Hardcover
Dimensions
Item Height
1.9 in
Item Weight
28.8 Oz
Item Length
9.1 in
Item Width
6.4 in
Additional Product Features
Intended Audience
Scholarly & Professional
LCCN
96-017361
Dewey Edition
20
Dewey Decimal
332.6/3222
Table Of Content
Stocks, Options, and Futures.Fundamental Mathematical Concepts.The Geometric Brownian Motion Model of Price Movements.The Black-Scholes Formula.More on the Black-Scholes Formula.Binomial Trees.Basic Option Pricing with Binomial Trees.The Volatility Smile.Implied Volatility Trees.Implied Binomial Trees.Pricing Barrier Options in the Presence of the Smile.
Synopsis
This text explains the basics of modern option pricing using minimal mathematics. The Black-Scholes equation is discussed as well as other methods that have built upon the success of Black-Scholes, including Cox-Ross-Rubinstein binomial trees, the Derman-Kani theory on implied volatility trees and Mark Rubenstein's implied binomial trees. Other topics covered include, pricing and hedging options, volatility smiles and how to price options in the presence of a smile, pricing barrier options and current theoretical developments from Wall Street.
LC Classification Number
HG6024.A3C495 1997
Descrizione dell'oggetto fatta dal venditore
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- 8***r (1589)- Feedback lasciato dall'acquirente.Ultimi 6 mesiAcquisto verificatoFor its age, this book was in surprisingly good condition, the condition was better than described. The price was a bargain. It was well packaged and promptly shipped. Highly recommend this seller.The Man Who Sold Death - James Munro (Paperback, 1966) (N° 276758506369)
Lit Flicks Boutique
98,8% di Feedback positivi•1,2 mila oggetti venduti
Registrato come venditore privatoPertanto non si applicano i diritti dei consumatori derivanti dalla normativa europea. La Garanzia cliente eBay è comunque applicabile alla maggior parte degli acquisti. Scopri di piùScopri di più
Feedback sul venditore (403)
- n***1 (86)- Feedback lasciato dall'acquirente.Ultimi 6 mesiAcquisto verificatoInitial DVD set was crushed in shipment. Contacted seller and was told I need not return the damaged set and they would ship out another. True to their word the new DVD set was sent this time in a box. Seller was great to work with. I will buy from them again.The Ten Commandments (DVD, 1956) (N° 276825354079)
- i***m (1205)- Feedback lasciato dall'acquirente.Mese scorsoAcquisto verificatoGreat Seller A+++++, Item as described, well packed, fast shipping, excellent communication, Great experience, Would buy from this seller again, 5 Stars ****
- 8***r (1589)- Feedback lasciato dall'acquirente.Ultimi 6 mesiAcquisto verificatoFor its age, this book was in surprisingly good condition, the condition was better than described. The price was a bargain. It was well packaged and promptly shipped. Highly recommend this seller.The Man Who Sold Death - James Munro (Paperback, 1966) (N° 276758506369)