Black-Scholes and Beyond: Option Pricing Models

By Neil A. Chriss and Chriss Neil

This text explains the basics of modern option pricing using minimal mathematics. The Black-Scholes equation is discussed as well as other methods that have built upon the success of Black-Scholes,... This description may be from another edition of this product.

• Format: Hardcover
• Language: English
• ISBN: 0786310251
• ISBN13: 9780786310258
• Release Date: September 1996
• Publisher: McGraw-Hill
• Length: 496 Pages
• Weight: 1.88 lbs.
• Dimensions: 1.9" x 6.2" x 9.3"