The Black–Scholes Model (Mastering Mathematical Finance) 1st Edition by Marek Capi?ski (PDF)

Description

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.

User’s Reviews

Reviews from Amazon users which were colected at the time this book was published on the website:

⭐I picked this book looking to gain some more mechanical knowledge of how financial analysis works. Even coming from an engineering background, the book is unapproachable. It opens up with a slew of alphabet soup of equations that go unlabeled and hardly explained and it does not get any better from there.The book doesn’t explain who it is targeting. I can only guess that it is assuming that the reader will have a strong background in stochastic calculus, which I do not. A few of the quants I lend the book to did not find any take away from it; they said that if you can understand the book, then you already know the material.

⭐Das Buch spielt es eine Einführung in die mathematischen und stochastischen Grundlagen dieser wichtigen Formel im Finanzbereich

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