The Black Scholes Model by Marek Capi Ski (English) Paperback Book

Description: The Black Scholes Model by Marek Capi Ski, Ekkehard Kopp The authors focus on the key mathematical model used by finance practitioners, the Black-Scholes model, to explore the basic methodology of option pricing with a variety of derivative securities. Students, practitioners and researchers will benefit from the rigorous, but unfussy, approach to technical issues. FORMAT Paperback LANGUAGE English CONDITION Brand New Publisher Description 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. Author Biography Marek Capinski has published over 50 research papers and eleven books. His diverse interests include mathematical finance, corporate finance and stochastic hydrodynamics. For over 35 years he has been teaching these topics, mainly in Poland and in the UK, where he has held visiting fellowships. He is currently Professor of Applied Mathematics at AGH University of Science and Technology in Krakow, Poland, where he established a Masters programme in mathematical finance. Ekkehard Kopp is Emeritus Professor of Mathematics at the University of Hull, UK, where he taught courses at all levels in analysis, measure and probability, stochastic processes and mathematical finance between 1970 and 2007. His editorial experience includes service as founding member of the Springer Finance series (1998-2008) and the CUP AIMS Library Series. He has taught in the UK, Canada and South Africa and he has authored more than 50 research publications and five books. Table of Contents Preface; 1. Introduction; 2. Strategies and risk-neutral probability; 3. Option pricing and hedging; 4. Various extensions and applications; 5. Path-dependent options; 6. General models; Index. Promotional "Headline" Master the essential mathematical tools required for option pricing within the context of a specific, yet fundamental, pricing model. Description for Bookstore The authors focus on the key mathematical model used by finance practitioners, the Black-Scholes model, to explore the basic methodology of option pricing with a variety of derivative securities. Students, practitioners and researchers will benefit from the rigorous, but unfussy, approach to technical issues. Description for Library The authors focus on the key mathematical model used by finance practitioners, the Black-Scholes model, to explore the basic methodology of option pricing with a variety of derivative securities. Students, practitioners and researchers will benefit from the rigorous, but unfussy, approach to technical issues. Details ISBN0521173000 Author Ekkehard Kopp Short Title BLACK SCHOLES MODEL Publisher Cambridge University Press Series Mastering Mathematical Finance Language English ISBN-10 0521173000 ISBN-13 9780521173001 Media Book Format Paperback Year 2012 Imprint Cambridge University Press Place of Publication Cambridge Country of Publication United Kingdom DEWEY 332.0151 Publication Date 2012-09-13 Pages 178 Illustrations Worked examples or Exercises; 3 Line drawings, unspecified Audience Professional and Scholarly UK Release Date 2012-09-13 AU Release Date 2012-09-13 NZ Release Date 2012-09-13 We've got this At The Nile, if you're looking for it, we've got it. With fast shipping, low prices, friendly service and well over a million items - you're bound to find what you want, at a price you'll love! TheNile_Item_ID:168630214;

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