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The Black-Scholes Model

By Marek Capinski, Ekkehard Kopp
eBook
$53.00
By Marek Capinski, Ekkehard Kopp
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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...

Categories

BusinessEconomicsEconomic ReferenceEconomic Statistics