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Black Scholes and Beyond: Option Pricing Models by Chriss, Neil Hardback Book

Black Scholes and Beyond: Option Pricing Models by Chriss, Neil Hardback Book

USD 14.94 USD
SKU: KwNyNrXO
GTIN: 9780786310258
Condition: Very Good

Specifications

ISBN0786310251
EAN9780786310258
Date Of Publication1996-09-30
ArtistChriss, Neil
Subject AreaBusiness & Economics
Item Length9.1 in
Publication Year1996
TypeTextbook
FormatHardcover
LanguageEnglish
Item Height1.9 in
AuthorNeil A. Chriss
Item Weight28.8 Oz
Item Width6.4 in
Number Of Pages480 Pages

Author:Chriss, Neil. Black Scholes and Beyond: Option Pricing Models. This is an unprecedented book on option pricing! 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.

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