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,... This description may be from another edition of this product.

• 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"