Black Scholes and Beyond: Option Pricing Models by Neil Chriss

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Black Scholes and Beyond: Option Pricing Models by Neil Chriss

Regular price $18.69
Condition - Well Read
1 In stock
Regular price $18.69
Condition - Well Read
1 In stock

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Summary

Explains option pricing. This book deals with how and why the Black-Scholes equation works, and what other methods have been developed that build on the success of Black-Shcoles. The Cox-Ross-Rubinstein binomial trees are discussed, as well as the Derman-Kani theory on implied volatility trees and Mark Rubinstein's implied binomial trees.

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Black Scholes and Beyond: Option Pricing Models by Neil Chriss

This is 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 Black-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 are: detailed discussions of pricing and hedging options; volatility smiles and how to price options in the presence of the smile; and complete explanation on pricing barrier options.
McGraw-Hill authors represent the leading experts in their fields and are dedicated to improving the lives, careers, and interests of readers worldwide
SKU CIN0786310251A
ISBN 13 9780786310258
ISBN 10 0786310251
Title Black Scholes and Beyond: Option Pricing Models
Author Neil Chriss
Condition Well Read
Publisher McGraw-Hill Education - Europe
Year published 1996-09-30
Number of pages 480
Cover note Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
Note This is a used book. We do our best to provide good quality books for you to read, but there is no escaping the fact that it has been owned and read by someone else previously. Therefore it will show signs of wear and may be an ex library book