How to calculate options prices and their greeks: exploring the black scholes model from delta to vega
Auteur :
Ursone, Pierino
Éditeur :
John Wiley & Sons Inc
ISBN :
9781119011620
Date de publication :
24 avr. 2015
Dimensions :
23,1 x 15,2 x 2,5 cm
Poids :
454 g
Langue :
Anglais
Pays d'origine :
USA
Showing you how to value options and the greeks according to the Black Scholes model but also how to do this without consulting a model, this book reveals the ins and outs of the model, giving you the practical understanding you need for setting up and managing an option strategy.