MATLAB & Simulink Based Books

Black-Scholes and Beyond: Options Pricing Models

		Neil A. Chriss, Morgan Stanley & Co, Inc Irwin/McGraw Hill, 1997 Tel:  800-722-4726 Fax:  614-755-5645 ISBN: 0-7863-1025-1 Language: English

This book is aimed at the MBA student, advanced undergraduate, and practitioner who want to delve into the details of option pricing models but wish to avoid a highly mathematical treatment. The book is replete with precise examples used to explain every theory in the book. Hundreds of graphs and diagrams, all developed in MATLAB, illustrate the subtleties of the subject.

Companion Software: The Black-Scholes and Beyond Interactive Toolkit is a standalone application designed by Dr. Chriss and The MathWorks and built from MATLAB. The software is accompanied by a 14-chapter workbook (ISBN 0-7863-1026-X) filled with the most simple to the most complex exercises specifically developed to strengthen users' understanding of option pricing.