£47.38

Cambridge University Press The Black–Scholes Model (Mastering Mathematical Finance)

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£47.38 £46.16 £46.43 £46.69 £46.96 £47.22 £47.49 08 April 2026 18 April 2026 28 April 2026 08 May 2026 18 May 2026

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Description

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.

Product Specifications

Format
hardcover
Domain
Amazon UK
Release Date
13 September 2012
Listed Since
19 April 2012

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