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The Black–Scholes Model
Engelsk
Bogcover for The Black–Scholes Model af Marek Capinski, Ekkehard Kopp, 9780521173001
Specifikationer
Sprog:
Engelsk
Sider:
178
ISBN-13:
9780521173001
Indbinding:
Paperback
ISBN-10:
0521173000
Kategori:
Udg. Dato:
13 sep 2012
Størrelse i cm:
22,8 x 15,3 x 1,2
Oplagsdato:
13 sep 2012
Forfatter(e):

The Black–Scholes Model

Engelsk
Paperback 2012
Format:

Bog beskrivelse
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.
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Specifikationer
Sprog:
Engelsk
Sider:
178
ISBN-13:
9780521173001
Indbinding:
Paperback
ISBN-10:
0521173000
Kategori:
Udg. Dato:
13 sep 2012
Størrelse i cm:
22,8 x 15,3 x 1,2
Oplagsdato:
13 sep 2012
Forfatter(e):
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