The Black-Scholes model:
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, t...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Cambridge
Cambridge University Press
2013
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| Schriftenreihe: | Mastering mathematical finance
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| Schlagworte: | |
| Online-Zugang: | BSB01 FHN01 Volltext |
| Zusammenfassung: | 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 |
| Beschreibung: | Title from publisher's bibliographic system (viewed on 05 Oct 2015) |
| Beschreibung: | 1 online resource (ix, 168 pages) |
| ISBN: | 9781139026130 |
| DOI: | 10.1017/CBO9781139026130 |
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| 520 | |a 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 | ||
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Datensatz im Suchindex
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| author | Capiński, Marek 1951- |
| author_facet | Capiński, Marek 1951- |
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| author_sort | Capiński, Marek 1951- |
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| dewey-full | 332.64/53 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.64/53 |
| dewey-search | 332.64/53 |
| dewey-sort | 3332.64 253 |
| dewey-tens | 330 - Economics |
| discipline | Mathematik Wirtschaftswissenschaften |
| doi_str_mv | 10.1017/CBO9781139026130 |
| format | Electronic eBook |
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| id | DE-604.BV043940848 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:39:14Z |
| institution | BVB |
| isbn | 9781139026130 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029349818 |
| oclc_num | 992824275 |
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| owner_facet | DE-12 DE-92 |
| physical | 1 online resource (ix, 168 pages) |
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| publishDate | 2013 |
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| publisher | Cambridge University Press |
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| series2 | Mastering mathematical finance |
| spelling | Capiński, Marek 1951- Verfasser aut The Black-Scholes model Marek Capinski, Ekkehard Kopp Cambridge Cambridge University Press 2013 1 online resource (ix, 168 pages) txt rdacontent c rdamedia cr rdacarrier Mastering mathematical finance Title from publisher's bibliographic system (viewed on 05 Oct 2015) 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 Mathematisches Modell Options (Finance) / Prices / Mathematical models Black-Scholes-Modell (DE-588)4206283-4 gnd rswk-swf Black-Scholes-Modell (DE-588)4206283-4 s 1\p DE-604 Kopp, P. E. 1944- Sonstige oth Erscheint auch als Druckausgabe 978-0-521-17300-1 Erscheint auch als Druckausgabe 978-1-107-00169-5 https://doi.org/10.1017/CBO9781139026130 Verlag URL des Erstveröffentlichers Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Capiński, Marek 1951- The Black-Scholes model Mathematisches Modell Options (Finance) / Prices / Mathematical models Black-Scholes-Modell (DE-588)4206283-4 gnd |
| subject_GND | (DE-588)4206283-4 |
| title | The Black-Scholes model |
| title_auth | The Black-Scholes model |
| title_exact_search | The Black-Scholes model |
| title_full | The Black-Scholes model Marek Capinski, Ekkehard Kopp |
| title_fullStr | The Black-Scholes model Marek Capinski, Ekkehard Kopp |
| title_full_unstemmed | The Black-Scholes model Marek Capinski, Ekkehard Kopp |
| title_short | The Black-Scholes model |
| title_sort | the black scholes model |
| topic | Mathematisches Modell Options (Finance) / Prices / Mathematical models Black-Scholes-Modell (DE-588)4206283-4 gnd |
| topic_facet | Mathematisches Modell Options (Finance) / Prices / Mathematical models Black-Scholes-Modell |
| url | https://doi.org/10.1017/CBO9781139026130 |
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