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- catalog abstract "In Black-Scholes and Beyond, a clear, detailed book on modern option pricing, Wall Street professional and respected mathematician Neil Chriss provides a comprehensive, one-stop treatment of the most important and potentially profit-making of these theories. Chriss explains the modern theory of option pricing from scratch, with all necessary mathematics and finance included in the text and accessible to the beginner. At the same time, Black-Scholes and Beyond provides in-depth coverage of newer option pricing models, theories and products, with enough detail for options market veterans. Topics covered include Cox-Ross-Rubinstein - Pioneering work on binomial trees, plus several new related methods of option pricing; Derman-Kani - The theory of implied volatility trees is covered comprehensively, but with less complexity than in the original work, and expanded for use with American options; and Implied Binomial Trees - Detailed discussion of the Rubinstein model and introduction of tools for increasing ease of use and utility.".
- catalog contributor b10067995.
- catalog created "[1996], c1997.".
- catalog date "1996".
- catalog date "[1996], c1997.".
- catalog dateCopyrighted "[1996], c1997.".
- catalog description "In Black-Scholes and Beyond, a clear, detailed book on modern option pricing, Wall Street professional and respected mathematician Neil Chriss provides a comprehensive, one-stop treatment of the most important and potentially profit-making of these theories. Chriss explains the modern theory of option pricing from scratch, with all necessary mathematics and finance included in the text and accessible to the beginner. At the same time, Black-Scholes and Beyond provides in-depth coverage of newer option pricing models, theories and products, with enough detail for options market veterans.".
- catalog description "Includes bibliographical references (p. 477-483) and indexes.".
- catalog description "Stocks, options and futures -- Fundamental mathematical concepts -- The geometric Brownian motion model of price movements -- The Black-Scholes formula -- More on the Black-Scholes formula -- Binomial trees -- Basic option pricing with binomial trees -- The volatility smile -- Implied volatility trees -- Implied binomial trees -- Pricing barrier options in the presence of the smile.".
- catalog description "Topics covered include Cox-Ross-Rubinstein - Pioneering work on binomial trees, plus several new related methods of option pricing; Derman-Kani - The theory of implied volatility trees is covered comprehensively, but with less complexity than in the original work, and expanded for use with American options; and Implied Binomial Trees - Detailed discussion of the Rubinstein model and introduction of tools for increasing ease of use and utility.".
- catalog extent "viii, 496 p. :".
- catalog hasFormat "Black-Scholes and beyond.".
- catalog identifier "0786310251".
- catalog isFormatOf "Black-Scholes and beyond.".
- catalog issued "1996".
- catalog issued "[1996], c1997.".
- catalog language "eng".
- catalog publisher "Chicago : Irwin,".
- catalog relation "Black-Scholes and beyond.".
- catalog subject "332.64/5 20".
- catalog subject "HG6024.A3 C495 1997".
- catalog subject "Options (Finance) Prices Mathematical models.".
- catalog tableOfContents "Stocks, options and futures -- Fundamental mathematical concepts -- The geometric Brownian motion model of price movements -- The Black-Scholes formula -- More on the Black-Scholes formula -- Binomial trees -- Basic option pricing with binomial trees -- The volatility smile -- Implied volatility trees -- Implied binomial trees -- Pricing barrier options in the presence of the smile.".
- catalog title "Black-Scholes and beyond : option pricing models / Neil A. Chriss.".
- catalog type "text".