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Master the essential mathematical tools required for option pricing within the context of a specific, yet fundamental, pricing model.
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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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The Black? coscholes Model
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Hardcover. Condizione: Brand New. 1st edition. 184 pages. 8.98x0.71x5.98 inches. In Stock. This item is printed on demand. Codice articolo __1107001692
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The Black-Scholes Model (Mastering Mathematical Finance)
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The Black-Scholes Model
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The Black-Scholes Model
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Gebunden. Condizione: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. InhaltsverzeichnisPreface 1. Introduction 2. Strategies and risk-neutral probability 3. Option pricing and hedging 4. Various extensions and applications 5. Path-dependent options 6. General models Index.Klappentext. Codice articolo 447212912
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The Black? coscholes Model
Da: Revaluation Books, Exeter, Regno Unito
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Hardcover. Condizione: Brand New. 1st edition. 184 pages. 8.98x0.71x5.98 inches. In Stock. Codice articolo x-1107001692
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The BlackScholes Model (Hardcover)
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Cambridge University Press, Cambridge, 2012
ISBN 10: 1107001692
ISBN 13: 9781107001695
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Hardcover. Condizione: new. Hardcover. The BlackScholes 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. The authors focus on the key mathematical model used by finance practitioners, the BlackScholes 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. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Codice articolo 9781107001695
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The Black-Scholes Model
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Buch. Condizione: Neu. Druck auf Anfrage Neuware - Printed after ordering - Master the essential mathematical tools required for option pricing within the context of a specific, yet fundamental, pricing model. Codice articolo 9781107001695
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The Black-Scholes Model (Mastering Mathematical Finance)
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The BlackScholes Model (Hardcover)
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Cambridge University Press, Cambridge, 2012
ISBN 10: 1107001692
ISBN 13: 9781107001695
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Hardcover. Condizione: new. Hardcover. The BlackScholes 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. The authors focus on the key mathematical model used by finance practitioners, the BlackScholes 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. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability. Codice articolo 9781107001695
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The BlackScholes Model (Hardcover)
Editore:
Cambridge University Press, Cambridge, 2012
ISBN 10: 1107001692
ISBN 13: 9781107001695
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Da: Grand Eagle Retail, Mason, OH, U.S.A.
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Hardcover. Condizione: new. Hardcover. The BlackScholes 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. The authors focus on the key mathematical model used by finance practitioners, the BlackScholes 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. Shipping may be from multiple locations in the US or from the UK, depending on stock availability. Codice articolo 9781107001695
Quantità: 1 disponibili