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Books on the topic 'Black Scholes'

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Author: Grafiati

Published: 4 June 2021

Last updated: 11 September 2023

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1

Larcher, Gerhard. Die Black-Scholes-Theorie. Wiesbaden: Springer Fachmedien Wiesbaden, 2022. http://dx.doi.org/10.1007/978-3-658-37376-4.

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2

Capiński, Marek. The Black-Scholes model. New York: Cambridge University Press, 2013.

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3

Porak, Anatol. Die Optionspreisformel von Black und Scholes. Wiesbaden: Gabler Verlag, 1988. http://dx.doi.org/10.1007/978-3-322-89312-3.

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4

1951-, Levendorskiĭ Serge, ed. Non-Gaussian Merton-Black-Scholes theory. Singapore: World Scientific, 2002.

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5

Chriss, Neil. Black-Scholes and beyond: Option pricing models. Chicago: Irwin, 1997.

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6

Chriss, Neil. Black-Scholes and beyond: Option pricing models. New York: McGraw-Hill, 1997.

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7

FINEX, ed. From Black-Scholes to black holes: New frontiers in options. London: Risk/FINEX, 1992.

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8

Corhay, Albert. The Black and Scholes theorem: An alternative proof. Brussels: European Institute for Advanced Studies in Management, 1992.

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9

Ncube, Mthuli. The Black and Scholes option price as a random variable. Cambridge: Department of Applied Economics, University of Cambridge, 1992.

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10

The rise of the quants: Marschak, Sharpe, Black, Scholes and Merton. Houndmills, Basingstoke, Hampshire: Palgrave Macmillan, 2012.

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11

Dunphy, Christina. The pricing of options by method of the Black Scholes model. Oxford: Oxford Brookes University, 1999.

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12

Bernard, Roynette, and Yor Marc, eds. Option prices as probabilities: A new look at generalized Black-Scholes formulae. London: Springer, 2010.

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13

Probability theory in finance : a mathematical guide to the Black-Scholes formula. Providence, RI: American Mathematical Society, 2005.

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14

Dineen, Seán. Probability theory in finance: A mathematical guide to the Black-Scholes formula. Providence, Rhodes Island: American Mathematical Society, 2013.

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15

Brenner, Menachem. A simple approach to valuation and hedging in the Black-scholes model. New York, NY (44 West, 4th St., Suite 9-160, New York 10012-1126): New York University Salomon Center, 1990.

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16

1949-, Ward Keith, ed. Strategic issues in finance: [including papers by Modigliani & Miller, Black & Scholes, Sharpe, Markowitz]. Oxford: Butterworth-Heinnemann, 1994.

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17

Nielsen, Lars Tyge. Understanding N(d1) and N(d2): Risk-adjusted probabilities in the Black-Scholes model. Fontainebleau: INSEAD, 1992.

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18

Merk, Andreas. Optionsbewertung in Theorie und Praxis: Theoretische und empirische U berpru fung des Black/Scholes-Modells. Wiesbaden: Gabler, 2011.

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19

Chappell, David. On the derivation and solution of the Black-Scholes option pricing model: A step by step guide. Sheffield: University of Sheffield. School of Management and Economic Studies, 1987.

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20

Ursone, Pierino. How to calculate options prices and their greeks: Exploring the black scholes model from delta to vega. Hoboken: Wiley, 2015.

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21

Hallerbach, Winfried G. A simple approximation to the normal distribution function with an application to the Black & Scholes option pricing model. Rotterdam, Netherlands: Rotterdam Institute for Business Economic Studies, Erasmus Universiteit, 1994.

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22

Chriss, Neil. The Black-Scholes and beyond interactive toolkit: A step-by-step guide to in-depth option pricing models. New York: McGraw-Hill, 1997.

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23

Park, Hun Y. A comparison of a random variance model and the Black-Scholes model of pricing long-term European options. [Urbana, Ill.]: College of Commerce and Business Administration, University of Illinois at Urbana-Champaign, 1991.

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24

Option pricing: Black-scholes made easy : a visual way to understand stock options, option prices, and stock-market volatility. New York: Wiley, 2001.

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25

Pricing the future: Finance, physics, and the 300-year journey to the Black-Scholes equation : a story of genius and discovery. New York: Basic Books, 2011.

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26

Pricing the future: Finance, physics, and the 300-year journey to the Black-Scholes equation : a story of genius and discovery. New York: Basic Books, 2011.

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27

Kohler, Hans-Peter. Grundlagen der Bewertung von Optionen und Optionsscheinen: Darstellung und Anwendung der Modelle von Boness, Black-Scholes, Galai-Schneller und Schulz-Trautmann-Fischer. Wiesbaden: Gabler, 1992.

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28

Seydel, R. Tools for computational finance. Berlin: Springer, 2002.

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29

Seydel, R. Tools for computational finance. 2nd ed. Berlin: Springer, 2004.

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30

Black-tie spy. New York, NY: Scholastic Inc., 2013.

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31

Deuker, Carl. Painting the black. Boston: Houghton Mifflin, 1997.

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32

Schumacher, Julie. Black Box. New York: Random House Children's Books, 2008.

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33

Black box. New York: Delacorte Press, 2008.

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34

Colebank, Susan. Black Tuesday. New York: Dutton Children's Books, 2007.

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35

Colebank, Susan. Black Tuesday. New York: Penguin USA, Inc., 2009.

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36

Flinn, Alex. Fade to black. New York: HarperTempest, 2005.

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37

Sala, Richard. Cat burglar black. New York: First Second, 2009.

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38

Sala, Richard. Cat burglar black. New York: First Second, 2009.

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39

Little black lies. New York: Egmont USA, 2009.

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40

Black and white. New York: Viking, 2005.

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41

Volponi, Paul. Black and white. New York: Viking, 2005.

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42

Black mirror: A novel. New York: Dial Books for Young Readers, 2001.

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43

Kopp, Ekkehard, and Marek Capiński. Black-Scholes Model. Cambridge University Press, 2012.

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44

Marek Capiński and Ekkehard Kopp. Black-Scholes Model. Cambridge University Press, 2012.

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45

Marek Capiński and Ekkehard Kopp. Black-Scholes Model. Cambridge University Press, 2012.

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46

Ski, Marek Capi, and Ekkehard Kopp. Black Scholes Model. Cambridge University Press, 2014.

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47

From Black-scholes to Black Holes. Risk Publications, 1992.

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48

Butler, Cormac, Fairplace, and D. C. Black-Scholes Option Pricing Model. Financial Times Prentice Hall, 1998.

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49

Scowcroft, John A. Testing the Black-Scholes model. 1991.

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50

Chriss, Neil. Black Scholes Bank Toolkit Pkg. McGraw-Hill Companies, 1997.

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