Description: Complete Guide to Option Pricing Formulas, Hardcover by Haug, Espen Gaarder, ISBN 0071389970, ISBN-13 9780071389976, Brand New, Free shipping in the US
Long-established as a definitive resource by Wall Street professionals, The Complete Guide to Option Pricing Formulas has been revised and updated to reflect the realities of todays options markets. The Second Edition contains a complete listing of virtually every pricing formula_all presented in an easy-to-use dictionary format, with expert author commentary and ready-to-use programming code.
The Second Edition of this classic guide now includes more than 60 new option models and formulas…extensive tables providing an overview of all formulas…new examples and applications…and an updated CD containing all pricing formulas, with VBA code and ready-to-use Excel spreadsheets.
The volume also features several new chapters covering such things as: option sensitivities, discrete dividend, commodity options, and two chapters on numerical methods covering trees, finite difference and Monte Carlo Simulation.
The new edition of The Complete Guide to Option Pricing Formulas offers quick access to:
- Options Pricing Overview
- Black-Scholes-Merton
- Black-Scholes-Merton Greeks
- Analytical Formulas for American Options
- Exotic Options Single Asset
- Exotic Options on Two Assets
- Black-Scholes-Merton Adjustments and Alternatives
- Trees and Finite Difference Methods
- Monte Carlo Simulation
- Options on Stocks that Pay Discrete Dividends
- Commodity and Energy Options
- Interest Rate Derivatives
- Volatility and Correlation
- Distributions
- Some Useful Formulas: Interpolation, Interest Rates, and Risk-Reward Measures
This all-in-one options pricing guide contains a numerical example or a table with values for each option pricing formula. Th also includes a helpful glossary of notations, as well as an extensive bibliography of related books and articles.
Price: 53.18 USD
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End Time: 2025-02-01T08:46:35.000Z
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Book Title: Complete Guide to Option Pricing Formulas
Number of Pages: 492 Pages
Language: English
Publication Name: Complete Guide to Option Pricing Formulas
Publisher: Mcgraw-Hill Education
Publication Year: 2007
Item Height: 1.6 in
Subject: Personal Finance / Investing, Investments & Securities / Options
Features: Revised
Type: Textbook
Item Weight: 41.1 Oz
Author: Espen Gaarder Haug
Item Length: 9.5 in
Subject Area: Business & Economics
Item Width: 7.7 in
Format: Hardcover
