Black Scholes and Beyond: Option Pricing Models
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Black Scholes and Beyond: Option Pricing Models by Neil Chriss
Explains option pricing. This book deals with how and why the Black-Scholes equation works, and what other methods have been developed that build on the success of Black-Shcoles. The Cox-Ross-Rubinstein binomial trees are discussed, as well as the Derman-Kani theory on implied volatility trees and Mark Rubinstein's implied binomial trees.
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| SKU | Unavailable |
| ISBN 13 | 9780786310258 |
| ISBN 10 | 0786310251 |
| Title | Black Scholes and Beyond: Option Pricing Models |
| Author | Neil Chriss |
| Condition | Unavailable |
| Binding Type | Hardback |
| Publisher | McGraw-Hill Education - Europe |
| Year published | 1996-09-30 |
| Number of pages | 480 |
| Cover note | Book picture is for illustrative purposes only, actual binding, cover or edition may vary. |
| Note | Unavailable |