Statistical Mechanics of Financial Markets

By Prabakaran Sella

The Black Scholes model of option pricing constitutes the cornerstone of contemporary valuation theory. However, the model presupposes the existence of several unrealistic assumptions including the... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3639245334
• ISBN13: 9783639245332
• Release Date: March 2010
• Publisher: VDM Verlag
• Length: 236 Pages
• Weight: 0.77 lbs.
• Dimensions: 0.5" x 6.0" x 9.0"