Black-Scholes and Augmented Option Pricing Models by Peter O'Connor

Black-Scholes and Augmented Option Pricing Models

Peter O'Connor

60 pages missing pub info (editions)

nonfiction business economics challenging informative medium-paced
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Description

The Black-Scholes model was a revelation and took a large step forward in terms of mathematical application in quantitative finance. An empirical trait is that the model has generally been used by practitioners in an ad-hoc fashion. This may expla...

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