Black-Scholes and Augmented Option Pricing Models

by Peter O'Connor

The Black-Scholes model was a revelation and took a large step forward in terms of mathematical application in quantitative finance. An empirical trait is that the model has generally been used by... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3838378318
• ISBN13: 9783838378312
• Release Date: July 2010
• Publisher: LAP Lambert Academic Publishing
• Length: 60 Pages
• Weight: 0.22 lbs.
• Dimensions: 0.1" x 6.0" x 9.0"