Black Scholes

Option Prices as Probabilities: A New Look at Generalized Black-Scholes Formulae

Christophe Profeta, Beard Roynette, Marc Yor - Option Prices as Probabilities: A New Look at Generalized Black-Scholes Formulae
Published: 2010-02-05 | ISBN: 3642103944 | PDF | 270 pages | 1.98 MB
How to Calculate Options Prices and Their Greeks: Exploring the Black Scholes Model from Delta to Vega

How to Calculate Options Prices and Their Greeks: Exploring the Black Scholes Model from Delta to Vega by Pierino Ursone
English | 2015 | ISBN: 1119011620 | 224 pages | PDF | 2,6 MB
How to Calculate Options Prices and Their Greeks: Exploring the Black Scholes Model from Delta to Vega

How to Calculate Options Prices and Their Greeks: Exploring the Black Scholes Model from Delta to Vega
Language: English | EPUB / MOBI | ISBN-10: 1119011620 | 2015 | 224 pages | 8 MB / 11 MB

A unique, in-depth guide to options pricing and valuing their greeks, along with a four dimensional approach towards the impact of changing market circumstances on options.
From Black-Scholes to black holes: New frontiers in options [Repost]

From Black-Scholes to black holes: New frontiers in options
Risk Magazine | ISBN: 0951645323 | CHM | 1992 | English | 1.52 Mb

Basic Black-Scholes: Option Pricing and Trading (Repost)  

Posted by tukotikko at Dec. 27, 2014
Basic Black-Scholes: Option Pricing and Trading (Repost)

Basic Black-Scholes: Option Pricing and Trading By Timothy Falcon Crack
2009 | 215 Pages | ISBN: 0970055242 | PDF | 40 MB
Markovprozesse und stochastische Differentialgleichungen: Vom Zufallsspaziergang zur Black-Scholes-Formel (repost)

Markovprozesse und stochastische Differentialgleichungen: Vom Zufallsspaziergang zur Black-Scholes-Formel by Ehrhard Behrends
German | ISBN: 365800987X | 2013 | 146 pages | PDF | 1,5 MB

In diesem Lehrbuch werden einige Themen aus der Stochastik behandelt, die auf dem Begriff des Markovprozesses aufbauen. Dabei sind Markovprozesse stochastische Prozesse, für welche die Prognose für das zufällige Verhalten in der Zukunft nur von der gegenwärtigen Position abhängt.

Basic Black-Scholes: Option Pricing and Trading (Repost)  

Posted by tukotikko at Aug. 24, 2014
Basic Black-Scholes: Option Pricing and Trading (Repost)

Basic Black-Scholes: Option Pricing and Trading By Timothy Falcon Crack
2009 | 215 Pages | ISBN: 0970055242 | PDF | 40 MB
Markovprozesse und stochastische Differentialgleichungen: Vom Zufallsspaziergang zur Black-Scholes-Formel (repost)

Markovprozesse und stochastische Differentialgleichungen: Vom Zufallsspaziergang zur Black-Scholes-Formel by Ehrhard Behrends
German | ISBN: 365800987X | 2013 | 146 pages | PDF | 1,5 MB

In diesem Lehrbuch werden einige Themen aus der Stochastik behandelt, die auf dem Begriff des Markovprozesses aufbauen. Dabei sind Markovprozesse stochastische Prozesse, für welche die Prognose für das zufällige Verhalten in der Zukunft nur von der gegenwärtigen Position abhängt.

The Black-Scholes Model  

Posted by interes at May 12, 2014
The Black-Scholes Model

The Black-Scholes Model (Mastering Mathematical Finance) by Marek Capiński and Ekkehard Kopp
English | 2012 | ISBN: 1107001692 , 1444138243 | 178 pages | PDF | 0,8 MB

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.
Markovprozesse und stochastische Differentialgleichungen: Vom Zufallsspaziergang zur Black-Scholes-Formel

Ehrhard Behrends, "Markovprozesse und stochastische Differentialgleichungen: Vom Zufallsspaziergang zur Black-Scholes-Formel"
German | ISBN: 365800987X | 2013 | 146 pages | PDF | 3 MB