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Black-Scholes and beyond: Option pricing models Ira Kawaller, Neil A. Chriss
Publisher: MGH

Jules Says We are a bit like a drug addict that no longer has the imagination or willpower to see beyond the next fix. In Section 4, we describe some generalizations to the BS model, including time-dependent volatility, and we introduce the path-integral representation of BS-type equations, useful for our present development. Mar 12, 2012 - which is about models that go beyond Black-Scholes, that try to explain the nature of option pricing in equity derivatives. Chriss | McGraw-Hill | 3996-19-39 | 696 pages | English | CHMAn unprecedented book on option pricing! Jul 4, 2011 - Black-Scholes option pricing model ,but I am quite sure that they will rightly smell a trap,which it is. In Section 3, as an introduction to the mathematics of options pricing, we outline the Black-. Distribution of volatilities over similar contracts, beyond the act of their aggregation. Jun 12, 2006 - Intermediate Level Option Volatility & Pricing: Advanced Trading Strategies and Techniques by Sheldon Natenberg. Mar 30, 2014 - Black-Scholes and Beyond: Option Pricing Models List Price: $70.00 List Price: $70.00 Your Price: $58.89- An unprecedented book on option pricing! Mar 10, 2011 - Black-Scholes is the accepted standard for option valuation – almost all leading business schools teach it – and we would be accused of shoddy accounting if we deviated from it. And Black-Scholes doesn't work quite right; it doesn't describe the way volatility behaves. Feb 19, 2012 - Black-Scholes and Beyond: Option Pricing ModelsNeil A.