000			02073nam a22003377a 4500
001			sulb-eb0016667
003			BD-SySUS
005			20160405140618.0
008			110218s2012||||enk o ||1 0|eng|d
020			_a9781139026130 (ebook)
020			_z9781107001695 (hardback)
020			_z9780521173001 (paperback)
040			_aUkCbUP _beng _erda _cUkCbUP _dBD-SySUS.
050	0	0	_aHG6024.A3 _bC364 2013
082	0	0	_a332.64/53 _223
100	1		_aCapiński, Marek, _eauthor.
245	1	4	_aThe Black–Scholes Model / _cMarek Capiński, Ekkehard Kopp.
264		1	_aCambridge : _bCambridge University Press, _c2012.
300			_a1 online resource (178 pages) : _bdigital, PDF file(s).
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
490	0		_aMastering Mathematical Finance
500			_aTitle from publisher's bibliographic system (viewed on 04 Apr 2016).
520			_aThe 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.
700	1		_aKopp, Ekkehard, _eauthor.
776	0	8	_iPrint version: _z9781107001695
830		0	_aMastering Mathematical Finance.
856	4	0	_uhttp://dx.doi.org/10.1017/CBO9781139026130
942			_2Dewey Decimal Classification _ceBooks
999			_c38105 _d38105