Black Scholes and Beyond: Option Pricing Models
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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.
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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 |