Completely rewritten for its second edition, this book concentrates on discrete derivative pricing models, culminating in a thorough derivation of the Black-Scholes option pricing formulas as a limiting case of the Cox-Ross-Rubinstein discrete model.

288 pages, 1 black & white tables, biography

Media	Books Paperback Book (Book with soft cover and glued back)
Released	May 9, 2014
ISBN13	9781489985996
Publishers	Springer-Verlag New York Inc.
Pages	288
Dimensions	155 × 235 × 16 mm · 426 g
Language	English

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