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Black Scholes and Beyond: Option Pricing Models

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4.21  ·  Rating details ·  14 Ratings  ·  2 Reviews
In Black-Scholes and Beyond, a clear, detailed book on modern option pricing, Wall Street professional and respected mathematician Neil Chriss provides a comprehensive, one-stop treatment of the most important and potentially profit-making of these theories. Chriss explains the modern theory of option pricing from scratch, with all necessary mathematics and finance include ...more
Hardcover, 496 pages
Published September 1st 1996 by McGraw-Hill
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Ethan Drower
Sep 23, 2017 rated it it was amazing
Shelves: trading
Math heavy and incredibly explanatory.
ALFREDO BALLARINI
Indispensabile per comprendere la formula di Black & Scholes
Essential to understand the formula of Black & Scholes
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