Marek Capinski
The Black?Scholes Model
- ISBN 13:
- 9780521173001
- author:
- Marek Capinski
- format:
- Paperback
- publisher:
- Cambridge University Press
- language:
- English
- Publication Year:
- 2012
- Pages:
- 178
- Dimensions:
- 5.98 (w) x 8.98 (h) x 0.47 (d)
- Genre:
- Economic Statistics
- Condition:
- New
- Availability:
- Item usually sent within 10 working days
Description
The Black-Scholes option pricing model provides a comprehensive and accessible introduction to mathematical finance. This book offers a detailed exploration of the basic methodology of option pricing, covering extended markets, trading strategies, and pricing formulae for various instruments. Suitable for students, practitioners, and researchers alike, this text presents technical issues in a rigorous yet unfussy manner. The author highlights potential pitfalls, provides clear motivation for results and techniques, and includes carefully chosen examples and exercises to support self-study. With its clear approach and well-chosen illustrations, this book is an ideal resource for those looking to understand the principles of option pricing and their application in mathematical finance.
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