Assets valuationBack to menu
Black Scholes and Beyond: Option Pricing Models
Black Scholes and Beyond: Option Pricing Models
Author: Neil A. Chriss | Publisher: McGraw-Hill Professional
Recommended
Buy this book

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.

Added: 05.05.2007ISBN: 0786310251Pages: 496Price: £ 34,84Lang.: English
Recommended
Equity Derivatives and Mar
Equity Derivatives and Market Risk Models
Pages: 250
Price: £ 137,75
Lang.: English
This text addresses early 21st-century advancements in products and models including skew models, volatility contracts, and implementation of generic pricing tools. It also brings the distilled knowledge and ex
Selling the Intangible Com
Selling the Intangible Company: How to Negotiate and Capture the Value of a Growth Firm (Wiley Finance)
Pages: 326
Price: £ 55,25
Lang.: English
In Selling the Intangible Company, Thomas Metz helps entrepreneurs and venture capitalists to better understand the process of selling a company whose value is strategic. He addresses all the key issues surroun
Complete Guide to Options
Complete Guide to Options Pricing Formulas
Pages: 232
Price: £ 34,99
Lang.: English
The world of options has moved beyond the simple Black-Schooles pricing model, making more types of options available. "The Complete Guide to Option Pricing Formulas" is the first reference manual on options pr
Search
book     author