The Library provides full text access to a selection of key business and reference eBooks from leading publishers. eBooks are available to logged-in ICAEW members, ACA students and other entitled users. If you are unable to access an eBook, please see our Help and support advice or contact library@icaew.com.
Displaying 1-15 of 15 results
Exclusive
Analysis of Black–Scholes
- eBook chapter
- 2019
- Keith Cuthbertson, Dirk Nitzsche, Niall O'Sullivan
- John Wiley & Sons
- Derivatives
This chapter begins with an examination of various ways of measuring and forecasting volatility. It then moves on to test the validity of the Black–Scholes equation, and assess the limitations of the equation for pricing European options.
Exclusive
Black-Scholes-Merton option pricing model
- eBook chapter
- 2022
- Gary R. Trugman
- Business Valuation Resources, LLC
- Understanding Business Valuation
A section providing a simplified, easy-to-read explanation of the Black-Scholes-Merton option pricing model.
Exclusive
Black–Scholes model
- eBook chapter
- 2019
- Keith Cuthbertson, Dirk Nitzsche, Niall O'Sullivan
- John Wiley & Sons
- Derivatives
A chapter outlining how the Black–Scholes formula is used to price European calls and puts. Includes a discussion of delta hedging, as well as an explanation of implied volatility and its use in options trading.
Exclusive
Black–Scholes model in Microsoft Excel
- eBook chapter
- 2015
- Alastair Day
- FT Publishing International
- Mastering Financial Mathematics in Microsoft Excel
A section setting out how the Black–Scholes model may be used in Microsoft Excel spreadsheets. Includes screenshots showing example sheets and their workings.
Exclusive
Examining the binomial and Black-Scholes pricing models
- eBook chapter
- 2016
- Steve Bell
- John Wiley & Sons
- Quantitative Finance
A chapter examining three widely used methods for pricing options: the binomial tree, the Black-Scholes equation, and the Monte Carlo simulation.
Exclusive
Introduction to valuing stock options
- eBook chapter
- 2022
- Shannon P. Pratt and the ASA Educational Foundation
- McGraw Hill Education
- Valuing a Business
A chapter providing an overview of some models and techniques commonly used in the valuation of options, including the Black–Scholes model, the binomial model, and Monte Carlo simulation techniques.
Exclusive
Partial differential equations
- eBook chapter
- 2006
- Paul Wilmott
- John Wiley and Sons
- Paul Wilmott on Quantitative Finance
A chapter providing a brief primer on the analysis and solution of partial differential equations. Includes a consideration of the meaning of terms in the Black–Scholes equation.
Exclusive
Quantitative finance for dummies
- eBook
- 2016
- Steve Bell
- John Wiley & Sons
A simple, step-by-step guide to various key aspects of quantitative finance. It is intended to give readers a solid understanding of futures, options and risk, and to help them to get up-to-speed on the most popular equations, methods, formulas and models (such as the Black-Scholes model) that are applied in the field.
Exclusive
Simple generalizations of the Black–Scholes world
- eBook chapter
- 2006
- Paul Wilmott
- John Wiley and Sons
- Paul Wilmott on Quantitative Finance
A chapter introducing some of the possible generalisations of the ‘Black–Scholes world’, including a discussion of the effect of dividend payments on the underlying asset and the incorporation of time-dependent parameters into the framework.
Exclusive
The Black–Scholes formulae and the ‘Greeks’
- eBook chapter
- 2006
- Paul Wilmott
- John Wiley and Sons
- Paul Wilmott on Quantitative Finance
A chapter outlining the Black–Scholes equation's simple solutions for calls, puts and some other contracts. It covers the meaning and importance of the ‘Greeks’, and provides a classification of hedging types.
Exclusive
The Black–Scholes model
- eBook chapter
- 2006
- Paul Wilmott
- John Wiley and Sons
- Paul Wilmott on Quantitative Finance
This chapter describes and explains the foundations of derivatives theory (ie, delta hedging and no arbitrage), before going on to outline the Black–Scholes equation and the assumptions underpinning it. It ends with a discussion of how the equation may be modified for commodity and currency options.
Exclusive
The pricing of options
- eBook chapter
- 2008
- Dimitris N. Chorofas
- McGraw-Hill
- Introduction to Derivative Financial Instruments
A chapter exploring a number of issues relating to the pricing of options. It includes discussion of the binomial model and the Black-Scholes model, with the advantages and shortcoming of the latter being briefly considered.
Exclusive
Using the Greeks in the Black-Scholes model
- eBook chapter
- 2016
- Steve Bell
- John Wiley & Sons
- Quantitative Finance
A chapter examining some solutions to the Black-Scholes equation, which provide a good framework for understanding the behaviour of options. The author introduces the 'Greeks' – the quantities that show how sensitive the Black-Scholes solutions are to variations in parameters and in variables.
Exclusive
Valuation issues related to stock options and other share-based compensation
- eBook chapter
- 2011
- James R. Hitchner
- Wiley
- Financial Valuation
A section covering the techniques commonly used to value stock options and share-based compensation. Includes a consideration of the Black-Scholes model and the binomial model, from a US perspective.
Exclusive
Volatility: practical options theory
- eBook
- 2018
- Adam S. Iqbal
- John Wiley & Sons, Inc.
This book studies options, the financial contracts that provide exposure to volatility. The main objective in this book is to provide an intuitive, as well as technical, understanding of both the basic and advanced ideas in options theory, with the aim of encouraging translational work from theory into practical application by market makers, portfolio managers, investment managers, risk managers, traders, and other market practitioners.
Displaying 1-15 of 15 results
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