Coverart for item
The Resource The Black-Scholes model, Marek Capinski, Ekkehard Kopp

The Black-Scholes model, Marek Capinski, Ekkehard Kopp

Label
The Black-Scholes model
Title
The Black-Scholes model
Statement of responsibility
Marek Capinski, Ekkehard Kopp
Creator
Contributor
Author
Subject
Language
eng
Summary
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
Member of
Cataloging source
UkCbUP
http://library.link/vocab/creatorDate
1951-
http://library.link/vocab/creatorName
Capiński, Marek
Dewey number
332.64/53
Index
index present
LC call number
HG6024.A3
LC item number
C364 2013
Literary form
non fiction
Nature of contents
dictionaries
http://library.link/vocab/relatedWorkOrContributorDate
1944-
http://library.link/vocab/relatedWorkOrContributorName
Kopp, P. E.
Series statement
Mastering mathematical finance
http://library.link/vocab/subjectName
Options (Finance)
Label
The Black-Scholes model, Marek Capinski, Ekkehard Kopp
Instantiates
Publication
Note
Title from publisher's bibliographic system (viewed on 05 Oct 2015)
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
CR9781139026130
Extent
1 online resource (ix, 168 pages)
Form of item
online
Isbn
9781139026130
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other physical details
digital, PDF file(s).
Specific material designation
remote
Label
The Black-Scholes model, Marek Capinski, Ekkehard Kopp
Publication
Note
Title from publisher's bibliographic system (viewed on 05 Oct 2015)
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Control code
CR9781139026130
Extent
1 online resource (ix, 168 pages)
Form of item
online
Isbn
9781139026130
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other physical details
digital, PDF file(s).
Specific material designation
remote

Library Locations

Processing Feedback ...