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Black-Scholes and Beyond: Option Pricing Models - Hardcover
US $20.00
ApproximatelyRM 84.45
Condition:
Very Good
A book that has been read but is in excellent condition. No obvious damage to the cover, with the dust jacket included for hard covers. No missing or damaged pages, no creases or tears, and no underlining/highlighting of text or writing in the margins. May be very minimal identifying marks on the inside cover. Very minimal wear and tear.
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Located in: Chula Vista, California, United States
Delivery:
Estimated between Wed, 1 Oct and Sat, 4 Oct to 94104
Returns:
30 days return. Seller pays for return shipping.
Coverage:
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eBay item number:276790067706
Item specifics
- Condition
- Brand
- Unbranded
- Book Title
- Black-Scholes and Beyond: Option Pricing Models
- MPN
- Does not apply
- ISBN
- 9780786310258
About this product
Product Identifiers
Publisher
McGraw-Hill Companies, T.H.E.
ISBN-10
0786310251
ISBN-13
9780786310258
eBay Product ID (ePID)
824495
Product Key Features
Number of Pages
480 Pages
Language
English
Publication Name
Black Scholes and Beyond: Option Pricing Models
Subject
Investments & Securities / Futures, Investments & Securities / Options, Investments & Securities / General
Publication Year
1996
Type
Textbook
Subject Area
Business & Economics
Format
Hardcover
Dimensions
Item Height
1.9 in
Item Weight
28.8 Oz
Item Length
9.1 in
Item Width
6.4 in
Additional Product Features
Intended Audience
Scholarly & Professional
LCCN
96-017361
Dewey Edition
20
Dewey Decimal
332.6/3222
Table Of Content
Stocks, Options, and Futures.Fundamental Mathematical Concepts.The Geometric Brownian Motion Model of Price Movements.The Black-Scholes Formula.More on the Black-Scholes Formula.Binomial Trees.Basic Option Pricing with Binomial Trees.The Volatility Smile.Implied Volatility Trees.Implied Binomial Trees.Pricing Barrier Options in the Presence of the Smile.
Synopsis
This text explains the basics of modern option pricing using minimal mathematics. The Black-Scholes equation is discussed as well as other methods that have built upon the success of Black-Scholes, including Cox-Ross-Rubinstein binomial trees, the Derman-Kani theory on implied volatility trees and Mark Rubenstein's implied binomial trees. Other topics covered include, pricing and hedging options, volatility smiles and how to price options in the presence of a smile, pricing barrier options and current theoretical developments from Wall Street.
LC Classification Number
HG6024.A3C495 1997
Item description from the seller
Seller feedback (413)
- Automatyczna opinia eBay- Feedback left by buyer.Past monthZamówienie zostało zrealizowane – ze śledzeniem i na czas
- Automatyczna opinia eBay- Feedback left by buyer.Past monthZamówienie zostało zrealizowane – ze śledzeniem i na czas
- a***q (86)- Feedback left by buyer.Past monthVerified purchasePackaging was excellent ! Great value for the money! Superb informative book exactly as described! Shipping was fast! Very satisfied and very pleased! Awesome book seller!!
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Seller feedback (413)
- Automatyczna opinia eBay- Feedback left by buyer.Past monthZamówienie zostało zrealizowane – ze śledzeniem i na czas
- Automatyczna opinia eBay- Feedback left by buyer.Past monthZamówienie zostało zrealizowane – ze śledzeniem i na czas
- a***q (86)- Feedback left by buyer.Past monthVerified purchasePackaging was excellent ! Great value for the money! Superb informative book exactly as described! Shipping was fast! Very satisfied and very pleased! Awesome book seller!!