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Home > How to Calculate Options Prices and Their Greeks - Exploring the Black Scholes Model from Delta to Vega

How to Calculate Options Prices and Their Greeks - Exploring the Black Scholes Model from Delta to Vega


Book Informaton

How to Calculate Options Prices and Their Greeks - Exploring the Black Scholes Model from Delta to Vega

Author

Pierino Ursone

Edition

1st Edition

Year of Publication

2015

Publisher

John Wiley & Sons

Pages

224

Language

en

ISBN

1119011620, 1119011655, 1119011647, 9781119011620, 9781119011651, 9781119011644

ARI Id

1668211114961


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Showing 1 to 16 of 16 entries
Chapters/HeadingsAuthor(s)PagesInfo
Frontmatter
i-x
Introduction
1-6
The Normal Probability Distribution
7-10
Volatility
11-24
Put Call Parity
25-35
Delta Δ
37-54
Pricing
55-60
Delta II
61-69
Gamma
71-91
Vega
93-110
Theta
111-128
Skew
129-134
Spreads
135-153
Butterfly
155-172
Strategies
173-204
Index
205-208
Chapters/HeadingsAuthor(s)PagesInfo
Showing 1 to 16 of 16 entries