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Search for author name: "Neil A. Chriss" | Books found: 1
Black Scholes and Beyond: Option Pricing Models
Black Scholes and Beyond: Option Pricing Models
Author: Neil A. Chriss | Publisher: McGraw-Hill Professional
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 tr
Added: 05.05.2007ISBN: 0786310251Pages: 496Price: £ 34,84Lang.: EnglishRecommended
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