£105.66

Springer - A Game Theory Analysis of Options Book

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£108.56 £104.37 £105.28 £106.20 £107.11 £108.03 £108.94 27 January 2026 16 February 2026 09 March 2026 30 March 2026 20 April 2026

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12 days 1 day · current 60 days 11 days 0 15 30 45 60 £105 £106 £108 £109 Days at Price

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Most common price: £108 (60 days, 71.4%)

Price range: £105 - £109

Price levels: 4 different prices over 84 days

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

Format
paperback
Domain
Amazon UK
Release Date
07 December 2010
Listed Since
13 June 2010

Barcode

No barcode data available

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