Black-Scholes and beyond : option pricing models / Neil Chriss

Author : Chriss, Neil
Rating :
Black-Scholes and beyond : option pricing models /...

Explains the modern theory of option pricing from scratch and provides in-depth coverage of newer option pricing models, theories and products and also provides complete information on pricing and hedging barrier options, and detailed explanations on the important differences between hedging barrier options and vanilla options

Publisher : Chicago : Irwin Professional Publishing
Publish Year : 1997
Page :
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