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Black Scholes and Beyond: Option Pricing Models by Neil A. Chriss (1996, Hardcover)
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The CoxRossRubinstein binomial trees are discussed, as well as two recent theories of option pricing: the DermanKani theory on implied volatility trees and Mark Rubinstein's implied binomial trees. Furthermore, the author expands upon existing research and adds his own new approaches to modern option pricing theory.
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About this product
Product Identifiers
PublisherMcGraw-Hill Companies, T.H.E.
ISBN-100786310251
ISBN-139780786310258
eBay Product ID (ePID)87219545
Product Key Features
Number of Pages480 Pages
LanguageEnglish
Publication NameBlack Scholes and Beyond: Option Pricing Models
Publication Year1996
SubjectInvestments & Securities / Futures, Investments & Securities / Options, Investments & Securities / General
TypeTextbook
AuthorNeil A. Chriss
Subject AreaBusiness & Economics
FormatHardcover
Dimensions
Item Height1.9 in
Item Weight28.8 oz.
Item Length9.1 in
Item Width6.4 in
Additional Product Features
Intended AudienceScholarly & Professional
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