The Black-Scholes Model

by Marek J. Capinski, Ekkehard Kopp, Marek Capiński, et al.

Book Overview

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...

• Format: Paperback
• Language: English
• ISBN: 0521173000
• ISBN13: 9780521173001
• Release Date: November 2012
• Publisher: Cambridge University Press
• Length: 178 Pages
• Weight: 0.65 lbs.
• Dimensions: 0.5" x 5.9" x 8.9"