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Sale

Black-Scholes and Beyond: Option Pricing Models

by Neil A. Chriss, Ira Kawaller
Save up to 20%
Black-Scholes and Beyond: Option Pricing Models - Thryft
Black-Scholes and Beyond: Option Pricing Models - Thryft

Demystifying options pricing with minimal math involved.

If you're intrigued by the financial markets and want to dive into the intricacies of option pricing without getting bogged down by complex mathematics, "Black-Scholes and Beyond" could be your ideal companion. Neil A. Chriss has crafted a book that not only unpacks the celebrated Black-Scholes model but also guides you through the latest theoretical advancements in a way that's accessible and engaging. It's a tour de force that could change how you understand and approach market options.

Note: While we do our best to ensure the accuracy of cover images, ISBNs may at times be reused for different editions of the same title which may hence appear as a different cover.
Sale

Black-Scholes and Beyond: Option Pricing Models

by Neil A. Chriss, Ira Kawaller
Save up to 20%
Condition guide

Book Condition Guide

Books in Like New Condition

This book may contain very minor cosmetic defects, but it is in pristine condition. There should be no yellowing, no foxing, no water damage, and no annotations of any kind on the cover and the pages. For paperbacks, there should not be any crease marks on the spine. This book is good as new — lucky you!

*Books may be missing bundle media (e.g. CD, e-book code), if included.

Books in Very Good Condition

This book has been used, but it is still in a clean condition. There should be no foxing or annotations of any kind on the inner pages, but a sparse amount may be present on the cover, title pages, or outside edges of the book. There should be no water damage of any kind. For paperbacks, there may be light crease marks on the spine.

*Books may be missing bundle media (e.g. CD, e-book code), if included.

Books in Good Condition

We do our best to ensure the quality of our books, but there is no escaping the wear and tear that comes with time. Slight foxing and some annotations may be present on the pages and the cover. There should be no water damage of any kind. For paperbacks, there may be several crease marks on the spine.

*Books may be missing bundle media (e.g. CD, e-book code), if included.

Books in Well Read Condition

This is a well-read book, which means that the previous owner probably really enjoyed it! The cover and pages may include moderate foxing and annotations, but the text is not obscured and still readable. Moderate cosmetic defects and minor water damage may be present on the edges of the book. For paperbacks, there may be multiple crease marks on the spine.

*Books may be missing bundle media (e.g. CD, e-book code), if included.

 

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ISBN: 9780786310258
Authors: Neil A. Chriss, Ira Kawaller
Publisher: McGraw-Hill
Date of Publication: 1996-09-01
Format: Hardcover
Related Collections: Business, Economics, Science
Related Topics: Finance, Technology, Finance, Money, Mathematics, Finance, Economics
Goodreads rating: 4.18
(rated by 22 readers)

Description

An unprecedented book on option pricing! For the first time, the basics on modern option pricing are explained ``from scratch'' using only minimal mathematics. Market practitioners and students alike will learn how and why the Black-Scholes equation works, and what other new methods have been developed that build on the success of Black-Shcoles. The Cox-Ross-Rubinstein binomial trees are discussed, as well as two recent theories of option the Derman-Kani theory on implied volatility trees and Mark Rubinstein's implied binomial trees. Black-Scholes and Beyond will not only help the reader gain a solid understanding of the Balck-Scholes formula, but will also bring the reader up to date by detailing current theoretical developments from Wall Street. Furthermore, the author expands upon existing research and adds his own new approaches to modern option pricing theory. Among the topics covered in Black-Scholes and detailed discussions of pricing and hedging options; volatility smiles and how to price options ``in the presence of the smile''; complete explanation on pricing barrier options.
 

Demystifying options pricing with minimal math involved.

If you're intrigued by the financial markets and want to dive into the intricacies of option pricing without getting bogged down by complex mathematics, "Black-Scholes and Beyond" could be your ideal companion. Neil A. Chriss has crafted a book that not only unpacks the celebrated Black-Scholes model but also guides you through the latest theoretical advancements in a way that's accessible and engaging. It's a tour de force that could change how you understand and approach market options.

Note: While we do our best to ensure the accuracy of cover images, ISBNs may at times be reused for different editions of the same title which may hence appear as a different cover.