Synopsis
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 today's 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. The book also includes a helpful glossary of notations, as well as an extensive bibliography of related books and articles.
"synopsis" may belong to another edition of this title.
About the Author
McGraw-Hill authors represent the leading experts in their fields and are dedicated to improving the lives, careers, and interests of readers worldwide
"About this title" may belong to another edition of this title.
Other Popular Editions of the Same Title
Search results for The Complete Guide to Option Pricing Formulas (PROFESSIONAL...
Stock Image
The Complete Guide to Option Pricing Formulas
Seller: Blindpig Books, Salt lake city, UT, U.S.A.
Seller rating 4 out of 5 stars
hardcover. Condition: Used - Good. 2. Some marking. Disc included. Some wear. Very readable copy. Seller Inventory # 25-10-01-gw-46560-jm
Stock Image
The Complete Guide to Option Pricing Formulas
Seller: HPB-Red, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
Hardcover. Condition: Good. Connecting readers with great books since 1972! Used textbooks may not include companion materials such as access codes, etc. May have some wear or writing/highlighting. We ship orders daily and Customer Service is our top priority! Seller Inventory # S_458139284
Stock Image
The Complete Guide to Option Pricing Formulas
Seller: World of Books (was SecondSale), Montgomery, IL, U.S.A.
Seller rating 5 out of 5 stars
Condition: Good. Item in good condition. Textbooks may not include supplemental items i.e. CDs, access codes etc. Seller Inventory # 00098365853
Seller Image
The Complete Guide to Option Pricing Formulas
Seller: Solr Books, Lincolnwood, IL, U.S.A.
Seller rating 5 out of 5 stars
Condition: good. This book is in Good condition. There may be some notes and highligting but otherwise the book is in overall good condition. Seller Inventory # BCV.0071389970.G
Stock Image
The Complete Guide to Option Pricing Formulas
Seller: GoldBooks, Denver, CO, U.S.A.
Seller rating 5 out of 5 stars
Condition: new. Seller Inventory # 42Q69_50_0071389970
Stock Image
The Complete Guide to Option Pricing Formulas
Seller: medimops, Berlin, Germany
Seller rating 5 out of 5 stars
Condition: good. Befriedigend/Good: Durchschnittlich erhaltenes Buch bzw. Schutzumschlag mit Gebrauchsspuren, aber vollständigen Seiten. / Describes the average WORN book or dust jacket that has all the pages present. Seller Inventory # M00071389970-G
Seller Image
Complete Guide to Option Pricing Formulas
Seller: GreatBookPrices, Columbia, MD, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # 4228897-n
Stock Image
The Complete Guide to Option Pricing Formulas
Seller: PBShop.store US, Wood Dale, IL, U.S.A.
Seller rating 5 out of 5 stars
HRD. Condition: New. New Book. Shipped from UK. Established seller since 2000. Seller Inventory # CM-9780071389976
Stock Image
The Complete Guide to Option Pricing Formulas
Seller: Skoob-ebooks, Pontiac, QC, Canada
Seller rating 5 out of 5 stars
Hardcover. Condition: Very Good+. Dust Jacket Condition: Very Good+. In great condition. Few signs of wear. Clean with no highlighting or writing. 30-day returns. Free shipping within Canada. For shipments outside of Canada, import duties and other charges may be levied on receipt. ; 7.7 X 1.6 X 9.5 inches; 492 pages. Seller Inventory # 5901
Stock Image
The Complete Guide to Option Pricing Formulas Format: Hardcover
Seller: INDOO, Avenel, NJ, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Brand New. Seller Inventory # 9780071389976