• C++ Programming for Financial Engineering
    Highly recommended by thousands of MFE students. Covers essential C++ topics with applications to financial engineering. Learn more Join!
    Python for Finance with Intro to Data Science
    Gain practical understanding of Python to read, understand, and write professional Python code for your first day on the job. Learn more Join!
    An Intuition-Based Options Primer for FE
    Ideal for entry level positions interviews and graduate studies, specializing in options trading arbitrage and options valuation models. Learn more Join!

Black and Scholes

Joined
11/25/11
Messages
22
Points
11
Can anybody please let me know link from where I can learn Black Scholes pricing of option. Thanks!!
 
there is the article basic of Black -Sholes model.
 

Attachments

  • Black& sholes.pdf
    771.1 KB · Views: 54
Out of all the text books that helped me with Black-Scholes I found Dan Stefanica's "A Primer for the Mathmatics of Financial Engineering" the clearest (specifically for deriving and explaining the Greeks). Otherwise just use Hull.
 
This is a very well written Introduction to Black-Scholes Theory that requires no measure theory (no stochastic calculus)
 

Attachments

  • IntroductionToBS.pdf
    612 KB · Views: 28
Back
Top