Join Amazon Prime and ship Two-Day for free and Overnight for $3.99. Already a member? Sign in.
Better Together
Customers Who Bought This Item Also Bought
Option Volatility & Pricing: Advanced Trading Strategies and Techniques by Sheldon Natenberg  (61)
$40.95
|
Options, Futures, and Other Derivatives (7th Edition) (Prentice Hall Series in Finance) by JOHN C HULL (67)
$150.84
|
Heard on the Street: Quantitative Questions from Wall Street Job Interviews by Timothy Falcon Crack (24)
$31.50
|
My Life as a Quant: Reflections on Physics and Finance by Emanuel Derman  (67)
$11.53
|
Basic Black-Scholes: Option Pricing and Trading by Timothy Falcon Crack  (7)
$31.50
|
Editorial Reviews
Product Description
An unprecedented book on option pricing! For the first time, the basics on modern option pricing are explained ``from scratch'' using only minimal mathematics. Market practitioners and students alike will learn how and why the Black-Scholes equation works, and what other new methods have been developed that build on the success of Black-Shcoles. The Cox-Ross-Rubinstein binomial trees are discussed, as well as two recent theories of option pricing: the Derman-Kani theory on implied volatility trees and Mark Rubinstein's implied binomial trees. Black-Scholes and Beyond will not only help the reader gain a solid understanding of the Balck-Scholes formula, but will also bring the reader up to date by detailing current theoretical developments from Wall Street. Furthermore, the author expands upon existing research and adds his own new approaches to modern option pricing theory. Among the topics covered in Black-Scholes and Beyond: detailed discussions of pricing and hedging options; volatility smiles and how to price options ``in the presence of the smile''; complete explanation on pricing barrier options.
Book Info
A clear, detailed book on modern option pricing. Provides a comprehensive, one-stop treatment of the most important and potentially profit-making of these theories. DLC: Options (Finance) - Prices - Mathematical models.
See all Editorial Reviews
An unprecedented book on option pricing! For the first time, the basics on modern option pricing are explained ``from scratch'' using only minimal mathematics. Market practitioners and students alike will learn how and why the Black-Scholes equation works, and what other new methods have been developed that build on the success of Black-Shcoles. The Cox-Ross-Rubinstein binomial trees are discussed, as well as two recent theories of option pricing: the Derman-Kani theory on implied volatility trees and Mark Rubinstein's implied binomial trees. Black-Scholes and Beyond will not only help the reader gain a solid understanding of the Balck-Scholes formula, but will also bring the reader up to date by detailing current theoretical developments from Wall Street. Furthermore, the author expands upon existing research and adds his own new approaches to modern option pricing theory. Among the topics covered in Black-Scholes and Beyond: detailed discussions of pricing and hedging options; volatility smiles and how to price options ``in the presence of the smile''; complete explanation on pricing barrier options.
Book Info
A clear, detailed book on modern option pricing. Provides a comprehensive, one-stop treatment of the most important and potentially profit-making of these theories. DLC: Options (Finance) - Prices - Mathematical models.
See all Editorial Reviews
Product Details
|
