TY  - BOOK
AU  - Capiński,Marek
AU  - Kopp,Ekkehard
TI  - The Black–Scholes Model
T2  - Mastering Mathematical Finance
SN  - 9781139026130 (ebook)
AV  - HG6024.A3 C364 2013
U1  - 332.64/53 23
PY  - 2012///
CY  - Cambridge
PB  - Cambridge University Press
N1  - Title from publisher's bibliographic system (viewed on 04 Apr 2016)
N2  - 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
UR  - http://dx.doi.org/10.1017/CBO9781139026130
ER  -