Sale

The Black Scholes and Beyond Interactive Toolkit: A Step-by-Step Guide to In-Depth Option Pricing Models

Regular price Save up to 20%
Unit price
per

Mastering options pricing with interactive software tools.

If you've dabbled in options and felt the itch to dive deeper, Neil Chriss's toolkit is your next step on that journey. It's not just a book but a hands-on experience, offering software to cement your understanding. As new techniques such as the implied volatility trees unfold, you'll appreciate the practical edge it gives to your investing strategy — provided your tech can run a nineties software gem.

Note: While we do our best to ensure the accuracy of cover images, ISBNs may at times be reused for different editions of the same title which may hence appear as a different cover.
Sale

The Black Scholes and Beyond Interactive Toolkit: A Step-by-Step Guide to In-Depth Option Pricing Models

Regular price Save up to 20%
Unit price
per
Condition guide

Save 10% On This Item as a Thryft Club Member

Join Thryft Club for S$30/year and enjoy 10% off everything, plus S$10 off your first order. Join now →

ISBN: 9780786310265
Authors: Neil A. Chriss
Date of Publication: 1997-01-01
Format: Paperback
Related Collections: Business, Economics
Related Topics: Finance, Technology, Finance, Money
Goodreads rating: 3.0
(rated by 2 readers)

Description

Introduces implied volatility trees as a new technique for pricing options, and provides a software package that should be comprehensible to anyone with experience or training in such pricing from other sources than this text. The text explains such aspects as probability theory, lumpy dividends, options on futures, hedge parameters for European options, implied volatility, and price barrier options in the presence of the smile. The software, on 3.5" disks, requires Windows 3.1 or 95, at least a 386 computer, a math coprocessor chip, and at least 8MB of RAM. No index or bibliography.
 

Mastering options pricing with interactive software tools.

If you've dabbled in options and felt the itch to dive deeper, Neil Chriss's toolkit is your next step on that journey. It's not just a book but a hands-on experience, offering software to cement your understanding. As new techniques such as the implied volatility trees unfold, you'll appreciate the practical edge it gives to your investing strategy — provided your tech can run a nineties software gem.

Note: While we do our best to ensure the accuracy of cover images, ISBNs may at times be reused for different editions of the same title which may hence appear as a different cover.