The Black-Scholes Model (Mastering Mathematical Finance)

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9780521173001: The Black-Scholes Model (Mastering Mathematical Finance)

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 and the additional complications offered by multi-stock models will appeal to a wide class of instructors. Students, practitioners and researchers alike will benefit from the book's rigorous, but unfussy, approach to technical issues. It highlights potential pitfalls, gives clear motivation for results and techniques and includes carefully chosen examples and exercises, all of which make it suitable for self-study.

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Book Description:

The authors focus on the key mathematical model used by finance practitioners, the Black-Scholes model, to explore the basic methodology of option pricing with a variety of derivative securities. Students, practitioners and researchers will benefit from the rigorous, but unfussy, approach to technical issues.

About the Author:

Marek Capiński has published over 50 research papers and eleven books. His diverse interests include mathematical finance, corporate finance and stochastic hydrodynamics. For over 35 years he has been teaching these topics, mainly in Poland and in the UK, where he has held visiting fellowships. He is currently Professor of Applied Mathematics at AGH University of Science and Technology in Kraków, Poland, where he established a Master's programme in mathematical finance.

Ekkehard Kopp is Emeritus Professor of Mathematics at the University of Hull, UK, where he taught courses at all levels in analysis, measure and probability, stochastic processes and mathematical finance between 1970 and 2007. His editorial experience includes service as founding member of the Springer Finance series (1998-2008) and the CUP AIMS Library Series. He has taught in the UK, Canada and South Africa and he has authored more than 50 research publications and five books.

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1.

Marek Capinski, Ekkehard Kopp
Editore: CAMBRIDGE UNIVERSITY PRESS, United Kingdom (2012)
ISBN 10: 0521173000 ISBN 13: 9780521173001
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Descrizione libro CAMBRIDGE UNIVERSITY PRESS, United Kingdom, 2012. Paperback. Condizione libro: New. New.. Language: English . Brand New Book. 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 and the additional complications offered by multi-stock models will appeal to a wide class of instructors. Students, practitioners and researchers alike will benefit from the book s rigorous, but unfussy, approach to technical issues. It highlights potential pitfalls, gives clear motivation for results and techniques and includes carefully chosen examples and exercises, all of which make it suitable for self-study. Codice libro della libreria AAA9780521173001

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Marek Capinski, Ekkehard Kopp
Editore: CAMBRIDGE UNIVERSITY PRESS, United Kingdom (2012)
ISBN 10: 0521173000 ISBN 13: 9780521173001
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Descrizione libro CAMBRIDGE UNIVERSITY PRESS, United Kingdom, 2012. Paperback. Condizione libro: New. New.. Language: English . Brand New Book. 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 and the additional complications offered by multi-stock models will appeal to a wide class of instructors. Students, practitioners and researchers alike will benefit from the book s rigorous, but unfussy, approach to technical issues. It highlights potential pitfalls, gives clear motivation for results and techniques and includes carefully chosen examples and exercises, all of which make it suitable for self-study. Codice libro della libreria AAA9780521173001

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ISBN 10: 0521173000 ISBN 13: 9780521173001
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Descrizione libro Cambridge University Press, 2012. PAP. Condizione libro: New. New Book. Shipped from UK in 4 to 14 days. Established seller since 2000. Codice libro della libreria FM-9780521173001

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Marek Capinski, Ekkehard Kopp
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Descrizione libro CAMBRIDGE UNIVERSITY PRESS, United Kingdom, 2012. Paperback. Condizione libro: New. New.. Language: English . This book usually ship within 10-15 business days and we will endeavor to dispatch orders quicker than this where possible. Brand New Book. 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 and the additional complications offered by multi-stock models will appeal to a wide class of instructors. Students, practitioners and researchers alike will benefit from the book s rigorous, but unfussy, approach to technical issues. It highlights potential pitfalls, gives clear motivation for results and techniques and includes carefully chosen examples and exercises, all of which make it suitable for self-study. Codice libro della libreria BTE9780521173001

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Descrizione libro 2012. PAP. Condizione libro: New. New Book.Shipped from US within 10 to 14 business days. Established seller since 2000. Codice libro della libreria IB-9780521173001

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Descrizione libro 2012. PAP. Condizione libro: New. New Book. Shipped from US within 10 to 14 business days. Established seller since 2000. Codice libro della libreria VM-9780521173001

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MAREK CAPIÅ„SKI , EKKEHARD KOPP
ISBN 10: 0521173000 ISBN 13: 9780521173001
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Descrizione libro 2012. Paperback. Condizione libro: NEW. 9780521173001 This listing is a new book, a title currently in-print which we order directly and immediately from the publisher. Codice libro della libreria HTANDREE0449617

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Marek Capinski, Ekkehard Kopp
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Descrizione libro Cambridge University Press. Paperback. Condizione libro: new. BRAND NEW, The Black-Scholes Model, Marek Capinski, Ekkehard Kopp, 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 and the additional complications offered by multi-stock models will appeal to a wide class of instructors. Students, practitioners and researchers alike will benefit from the book's rigorous, but unfussy, approach to technical issues. It highlights potential pitfalls, gives clear motivation for results and techniques and includes carefully chosen examples and exercises, all of which make it suitable for self-study. Codice libro della libreria B9780521173001

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Marek Capiński, Ekkehard Kopp
Editore: Cambridge University Press 2012-09-13, Cambridge (2012)
ISBN 10: 0521173000 ISBN 13: 9780521173001
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Descrizione libro Cambridge University Press 2012-09-13, Cambridge, 2012. paperback. Condizione libro: New. Codice libro della libreria 9780521173001

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Descrizione libro Cambridge University Press 9/13/2012, 2012. Paperback or Softback. Condizione libro: New. The Black Scholes Model. Book. Codice libro della libreria BBS-9780521173001

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