Scan barcode
528 pages • missing pub info (editions)
ISBN/UID: 9781118959169
Format: Hardcover
Language: English
Publisher: Wiley
Publication date: 06 September 2016
Description
The Volatility Smile The Black-Scholes-Merton option model was the greatest innovation of 20th century finance, and remains the most widely applied theory in all of finance. Despite this success, the model is fundamentally at odds with the observe...
Community Reviews
Content Warnings
528 pages • missing pub info (editions)
ISBN/UID: 9781118959169
Format: Hardcover
Language: English
Publisher: Wiley
Publication date: 06 September 2016
Description
The Volatility Smile The Black-Scholes-Merton option model was the greatest innovation of 20th century finance, and remains the most widely applied theory in all of finance. Despite this success, the model is fundamentally at odds with the observe...