Basic Black-Scholes: Option Pricing and Trading

By Timothy Falcon Crack.

Basic Black-Scholes: Option Pricing and Trading

Description

THE AUTHOR: Dr. Crack studied PhD-level option pricing at MIT and Harvard Business School, taught undergraduate and MBA option pricing at Indiana University (winning many teaching awards), was an independent consultant to the New York Stock Exchange, worked as an asset management practitioner in London, and has traded options for over ten years. This unique mixture of learning, teaching, consulting, practice, and trading is reflected in every page. SUMMARY OVERVIEW: This revised second edition of Basic Black-Scholes gives extremely clear explanations of Black-Scholes option pricing theory, ...

ISBN(s)

0970055242, 9780970055248

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