The Black Scholes and Beyond Interactive Toolkit: A Step-by-Step Guide to In-Depth Option Pricing Models by Neil A. Chriss

eBook Title: The Black Scholes and Beyond Interactive Toolkit: A Step-by-Step Guide to In-Depth Option Pricing Models
ISBN10: 078631026X
ISBN13: 978-0786310265
Language: English
Publisher: Irwin Professional Pub; Pap/Dsk edition (May 1, 1997)
Category: Business & Money
Subcategory: Investing
Size ePub vers.: 1632 kb
Size PDF vers.: 1572 kb
Other formats: cb7, odf, pdf, azw, ibooks, mobi
Rating: 4.7
Votes: 275
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Introduces implied volatility trees as a new technique for pricing options, and provides a software package that should be comprehensible to anyone with experience or training in such pricing from other sources than this text. The text explains such aspects as probability theory, lumpy dividends, options on futures, hedge parameters for European options, implied volatility, and price barrier options in the presence of the smile. The software, on 3.5" disks, requires Windows 3.1 or 95, at least a 386 computer, a math coprocessor chip, and at least 8MB of RAM. No index or bibliography. Annotation c. by Book News, Inc., Portland, Or.
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