£105.66

Springer - A Game Theory Analysis of Options Book

Name: Springer - A Game Theory Analysis of Options Book
Brand: Springer
Price: 105.66 GBP
Availability: InStock

biography

Econometrics

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Description

Explore the evolution of modern option pricing theory with this academic text from Springer. The book traces the foundations established in the late sixties and early seventies by F. Black, R. e. Merton, and M. Scholes. It examines their work as an analytical tool for pricing and hedging option contracts and over-the-counter warrants. This text goes beyond basic models to explore how a levered firm's equity can be viewed as an option on the value of the firm. It covers the application of option valuation techniques to corporate finance and financial intermediation in continuous time. Readers will gain insight into how Merton demonstrated the connection between default risk structures and option pricing, providing a deep look into the mathematical frameworks used in econometrics and finance.

Key Features

Covers the fundamental development of modern option pricing theory by Black, Merton, and Scholes.

Examines the application of option valuation techniques to levered firm equity and firm value.

Provides analysis of pricing and hedging for option contracts and over-the-counter warrants.

Explores the relationship between default risk structures and continuous time financial models.

Designed for study in corporate finance, financial intermediation, and econometrics.

Product Specifications

Brand: Springer
Model: biography
Format: paperback
ASIN: 3642058469
Category: Books > Subjects > Business, Finance & Law > Economics > Econometrics
Domain: Amazon UK
Release Date: 07 December 2010
Listed Since: 13 June 2010

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Springer - A Game Theory Analysis of Options Book

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