The Black Scholes and Beyond Interactive Toolkit: A Step-by-Step Guide to In-Depth Option Pricing Models - Brossura

Chriss, Neil

Brossura

ISBN 10: 078631026X ISBN 13: 9780786310265

Casa editrice: McGraw-Hill Education, 1997

Riassunto

Introduces implied volatility trees as a new technique for pricing options, and provides a software package that should be comprehensible to anyone with experience or training in such pricing from other sources than this text. The text explains such aspects as probability theory, lumpy dividends, options on futures, hedge parameters for European options, implied volatility, and price barrier options in the presence of the smile. The software, on 3.5" disks, requires Windows 3.1 or 95, at least a 386 computer, a math coprocessor chip, and at least 8MB of RAM. No index or bibliography. Annotation c. by Book News, Inc., Portland, Or.

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Book by Chriss Neil A

Su questa edizione

• Editore: McGraw-Hill Education
• Data di pubblicazione: 1997
• ISBN 10: 078631026X
• ISBN 13: 9780786310265
• Rilegatura: Copertina flessibile
• Numero di pagine: 152