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How to calculate options prices and their Greeks: exploring the black scholes model from delta to vega
| Autor principal: | |
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| Lenguaje: | eng |
| Publicado: |
John Wiley & Sons
2015
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| Materias: | |
| Acceso en línea: | http://cds.cern.ch/record/2113828 |
| _version_ | 1780949085039099904 |
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| author | Ursone, Pierino |
| author_facet | Ursone, Pierino |
| author_sort | Ursone, Pierino |
| collection | CERN |
| id | cern-2113828 |
| institution | Organización Europea para la Investigación Nuclear |
| language | eng |
| publishDate | 2015 |
| publisher | John Wiley & Sons |
| record_format | invenio |
| spelling | cern-21138282021-04-21T19:58:31Zhttp://cds.cern.ch/record/2113828engUrsone, PierinoHow to calculate options prices and their Greeks: exploring the black scholes model from delta to vegaCommerce, Economics, Social ScienceJohn Wiley & Sonsoai:cds.cern.ch:21138282015 |
| spellingShingle | Commerce, Economics, Social Science Ursone, Pierino How to calculate options prices and their Greeks: exploring the black scholes model from delta to vega |
| title | How to calculate options prices and their Greeks: exploring the black scholes model from delta to vega |
| title_full | How to calculate options prices and their Greeks: exploring the black scholes model from delta to vega |
| title_fullStr | How to calculate options prices and their Greeks: exploring the black scholes model from delta to vega |
| title_full_unstemmed | How to calculate options prices and their Greeks: exploring the black scholes model from delta to vega |
| title_short | How to calculate options prices and their Greeks: exploring the black scholes model from delta to vega |
| title_sort | how to calculate options prices and their greeks: exploring the black scholes model from delta to vega |
| topic | Commerce, Economics, Social Science |
| url | http://cds.cern.ch/record/2113828 |
| work_keys_str_mv | AT ursonepierino howtocalculateoptionspricesandtheirgreeksexploringtheblackscholesmodelfromdeltatovega |