• Book cover of The Black Scholes And Beyond Interactive Toolkit: A Step-By-Step Guide To In-Depth Option Pricing Models by Neil A. Chriss

    A note on book covers: 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.

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The Black Scholes And Beyond Interactive Toolkit: A Step-By-Step Guide To In-Depth Option Pricing Models

The Black Scholes And Beyond Interactive Toolkit: A Step-By-Step Guide To In-Depth Option Pricing Models

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by Neil A. Chriss
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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.

Details of Book

ISBN13: 9780786310265
ISBN10: 078631026X
Language: English
Publisher: Irwin Professional Pub
Publication Year: 1997
Format: Paperback

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A note on book covers: 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.

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  • One Line Summary

    Advanced option pricing models with practical software tools.

  • Who is this book for?

    If you're into financial modeling or options trading, this book is a treasure trove. It dives deep into complex concepts like implied volatility trees and barrier options, and it offers hands-on experience through its software package. Whether you're a seasoned professional or a dedicated student, you'll find it a helpful resource to enhance your understanding of in-depth option pricing.
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