The Black-Scholes Model (English, Marek Capinski)-32% OFF
Cambridge University Press

The Black-Scholes Model (English, Marek Capinski)

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Book Details

ISBN-139781107001695
ISBN-101107001692

Product Description

About the 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 instrument…

ISBN: 9781107001695

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