ISBN 9780070248915,Valuation Of Options

Valuation Of Options

Rs174 Rs205 15% OFF

Availability: Out of Stock

(+Rs. 49 Delivery Charges)
Free Shipping if total order amount is Rs . 300 or more.
We Accept
ISBN 9780070248915
Check delivery information
 
ISBN 9780070248915
Publisher

Tata McGraw - Hill Education

Publication Year 2008
ISBN-13

ISBN 9780070248915

ISBN-10 0070248915
Binding

Paperback

Number of Pages 96 Pages
Language (English)
Subject

Business

This book demonstrates the inadequacy of simple arbitrage-free strategy in pricing options and discusses the intricacies of the two best known option pricing models-Binomial Model and Black-Scholes Model. It covers- Variables influencing option value; Binomial Model for European and American options; Black-Scholes Model: stochastic processes, Ito 's lemma and Black- Scholes formula; the 'Greeks '- Delta, Gamma, Vega, Theta, Rho-in the Black-Scholes formula.
Scroll