The Complete Guide to Option Pricing Formulas
Haug, Espen Gaarder
Sold by BennettBooksLtd, Los Angeles, CA, U.S.A.
AbeBooks Seller since 17 April 2008
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Add to basketSold by BennettBooksLtd, Los Angeles, CA, U.S.A.
AbeBooks Seller since 17 April 2008
Condition: New
Quantity: 1 available
Add to basketIn shrink wrap. Looks like an interesting title!
Seller Inventory # Q-0071389970
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:
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.
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