Sunday, 22 November 2009

The Complete Guide to Option Pricing Formulas Reviews

The Complete Guide to Option Pricing Formulas



Author: Espen Gaarder Haug
Edition: 2
Publisher: McGraw-Hill
Binding: Hardcover
ISBN: 0071389970
Price:
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The Complete Guide to Option Pricing Formulas



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 Complete Guide to Option Pricing Formulas review. 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 formulaRead full reviews of The Complete Guide To Option Pricing Formulas Haug, Espen Gaarder.

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The Complete Guide to Option Pricing Formulas
The Complete Guide to Option Pricing Formulas: Espen Gaarder Haug

The Complete Guide To Option Pricing Formulas Haug, Espen Gaarder
author espen gaarder haug format mixed media product language english publication year 01 01 2007 subject management business economics industry subject 2 finance accounting title the complete guide to option pricing formulas author haug espen gaarder publisher mcgraw hill publication date dec 20 2006 pages 536 binding hardcover edition 2 nd hardback cd rom dimensions 7 75 wx 9 50 hx 1 50 d isbn 0071389970 subject business economics investments securities description long established as a defi

The Complete Guide to Option Pricing Formulas [With CDROM]
The Complete Guide to Option Pricing Formulas [With CDROM]

The Complete Guide to Option Pricing Formulas [With CDROM]
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 updat

The Complete Guide to Option Pricing Formulas
Reference manual on option pricing formulas, including 'scores' of formulas, computer programming code, and insightful commentary and explanations. Author: Haug, Espen G. ISBN-10: 0786312408



The Complete Guide to Option Pricing Formulas Reviews


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.



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