The Resource The Black-Scholes model, Marek Capinski, Ekkehard Kopp
The Black-Scholes model, Marek Capinski, Ekkehard Kopp
Resource Information
The item The Black-Scholes model, Marek Capinski, Ekkehard Kopp represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in Sydney Jones Library, University of Liverpool.This item is available to borrow from 1 library branch.
Resource Information
The item The Black-Scholes model, Marek Capinski, Ekkehard Kopp represents a specific, individual, material embodiment of a distinct intellectual or artistic creation found in Sydney Jones Library, University of Liverpool.
This item is available to borrow from 1 library branch.
- 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
- Language
- eng
- Extent
- 1 online resource (ix, 168 pages)
- Note
- Title from publisher's bibliographic system (viewed on 05 Oct 2015)
- Isbn
- 9781139026130
- Label
- The Black-Scholes model
- Title
- The Black-Scholes model
- Statement of responsibility
- Marek Capinski, Ekkehard Kopp
- 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
- 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
- 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
- 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
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<div class="citation" vocab="http://schema.org/"><i class="fa fa-external-link-square fa-fw"></i> Data from <span resource="http://link.liverpool.ac.uk/portal/The-Black-Scholes-model-Marek-Capinski-Ekkehard/6JQVJvCkVw4/" typeof="Book http://bibfra.me/vocab/lite/Item"><span property="name http://bibfra.me/vocab/lite/label"><a href="http://link.liverpool.ac.uk/portal/The-Black-Scholes-model-Marek-Capinski-Ekkehard/6JQVJvCkVw4/">The Black-Scholes model, Marek Capinski, Ekkehard Kopp</a></span> - <span property="potentialAction" typeOf="OrganizeAction"><span property="agent" typeof="LibrarySystem http://library.link/vocab/LibrarySystem" resource="http://link.liverpool.ac.uk/"><span property="name http://bibfra.me/vocab/lite/label"><a property="url" href="http://link.liverpool.ac.uk/">Sydney Jones Library, University of Liverpool</a></span></span></span></span></div>
