Black-Scholes Formula by Cornelius Kirsche - Bookswagon
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Black-Scholes Formula

Black-Scholes Formula


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International Edition


About the Book

Essay from the year 2012 in the subject Business economics - Marketing, Corporate Communication, CRM, Market Research, Social Media, grade: 1,3, International University of Applied Sciences Bad Honnef - Bonn, course: Investment Analysis and Portfolio Management, language: English, abstract: This academic paper focuses on breaking down the magic of the Black-Scholes formula, which is used to value options. The author first introduces basic concepts like options, option strategies and the put-call parity to guide the reader through the underlying, basic concepts. To illustrate the use and the power of the Black-Scholes formula, two examples are calculated to better understand the complex steps involved in finding the call value. Finally, a failure case is presented, to show some pitfalls of this mathematical function.


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Product Details
  • ISBN-13: 9783656259527
  • Publisher: Grin Verlag
  • Binding: Paperback
  • Language: English
  • Returnable: N
  • Spine Width: 2 mm
  • Weight: 109 gr
  • ISBN-10: 3656259526
  • Publisher Date: 18 Aug 2012
  • Height: 210 mm
  • No of Pages: 36
  • Series Title: English
  • Sub Title: A Walkthrough
  • Width: 148 mm


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