Berkeley CSUA MOTD:Entry 13841
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2025/07/12 [General] UID:1000 Activity:popular
7/12    

1998/3/19-20 [Computer/Theory] UID:13841 Activity:high 50%like:13522
3/20    Would someone please recommend a good book on
        Black Scholes Option Pricing Model?
                        \-who is asking?
        \_ John C. Hull's book _Options, Futures, and Other Derivatives_
           does a pretty good job - android
        \_ duffie's book also does the job, but hull's is better. -fab
        \_ Beware that some of the Black Scholes formulas have been
                shown to be inaccurate.  Look for Robert C. Merton's
                                \-this is a deep philososphical matter. --psb
                books as well.  I believe he actually did the math for
                Black/Scholes, despite Merton's objections about the
                errors in some of Black/Scholes eqns.  I think
                Merton's book is called "continuous time finance", 92.
                \-David Cox [the finance one of from stanford, not the math
                guy from i think columbia] has some fine mathematical
                finance books. --psb
                \-i know i am going to get it for this, but i am having
                dinner on sat with a friend of the family who was invited to
                merrill-lynch by scholes. if you want me to ask him a specific
                question, send me some mail asap. --psb
2025/07/12 [General] UID:1000 Activity:popular
7/12    

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