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Item Details
Title: THE BLACK-SCHOLES MODEL
By: Marek Capinski, Ekkehard Kopp
Format: Paperback

List price: £36.99
Our price: £32.37
Discount:
12.5% off
You save: £4.62
ISBN 10: 0521173000
ISBN 13: 9780521173001
Availability: Usually dispatched within 1-3 weeks.
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Publisher: CAMBRIDGE UNIVERSITY PRESS
Pub. date: 13 September, 2012
Series: Mastering Mathematical Finance
Pages: 178
Description: Master the essential mathematical tools required for option pricing within the context of a specific, yet fundamental, pricing model.
Synopsis: 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.
Illustrations: 3 b/w illus. 60 exercises
Publication: UK
Imprint: Cambridge University Press
Returns: Returnable
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PORTFOLIO THEORY AND RISK MANAGEMENT
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PROBABILITY FOR FINANCE
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PROBABILITY THROUGH PROBLEMS (HB)
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STOCHASTIC CALCULUS FOR FINANCE
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THE BLACK-SCHOLES MODEL
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