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.
In contrast to
Amazon and other book retailers,
who might also feature The Black-Scholes Model within their extensive online inventories,
our focus at BulkBooks.com is on dealing with bulk orders while providing personalized service.
With our amazing team of friendly professionals, Price Matching, and our user-friendly
Quote form,
we aim to simplify and expedite your bulk book purchasing process.
Should you wish to interact with a person while placing your bulk order for The Black-Scholes Model?
We have a Bulk Book Specialist available to help, poised and prepared to assist you.
Chat us or
Contact us now!
Dimensions (WxH):
5.9 x 9.1
Publisher:
Cambridge University Press
Publication Date:
November 12, 2012