Black Scholes and Beyond: Option Pricing Models by Chriss, Neil Hardback Book
Author:Chriss, Neil. Black Scholes and Beyond: Option Pricing Models. This is an unprecedented book on option pricing! The Cox-Ross-Rubinstein binomial trees are discussed, as well as two recent theories of option pricing: the Derman-Kani theory on implied volatility trees and Mark Rubinstein's implied binomial trees.