The Volatility Smile
An Introduction for Students and Practitioners
The Volatility Smile The Black-Scholes-Merton option model was the greatest innovation of 20th century finance, and remains the most widely applied theory in all of finance.
Specificaties
ISBN/EAN | 9781118959169 |
Auteur | Emanuel Derman |
Uitgever | Van Ditmar Boekenimport B.V. |
Taal | Engels |
Uitvoering | Gebonden in harde band |
Pagina's | 528 |
Lengte | |
Breedte |