Download Valuation Of Options PDF Free

Valuation Of Options PDF
By:Parames-Waran
Published on 2008-12-01 by Tata McGraw-Hill Education


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 Bionomial 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 formulae; the Greeks Delta, Gamma, Vega, Theta, Rho in the Black-Scholes formula.

This Book was ranked at 38 by Google Books for keyword Options.

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Book which was published by Tata McGraw-Hill Education since 2008-12-01 have ISBNs, ISBN 13 Code is 9780070248915 and ISBN 10 Code is 0070248915

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Download Valuation Of Options PDF Free

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