The Nile on eBay The Complete Guide to Option Pricing Formulas by Espen Gaarder Haug
When pricing options in fast-action markets, experience and intuition are not enough - financial professionals need precise facts and tested information that has been proven time and again. This reference contains listing of various option pricing formula, presented in a dictionary format.
FORMATHardcover LANGUAGEEnglish CONDITIONBrand New Publisher Description
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 OverviewBlack-Scholes-MertonBlack-Scholes-Merton GreeksAnalytical Formulas for American OptionsExotic Options Single AssetExotic Options on Two AssetsBlack-Scholes-Merton Adjustments and AlternativesTrees and Finite Difference MethodsMonte Carlo SimulationOptions on Stocks that Pay Discrete DividendsCommodity and Energy OptionsInterest Rate DerivativesVolatility and CorrelationDistributionsSome 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.
Author Biography
McGraw-Hill authors represent the leading experts in their fields and are dedicated to improving the lives, careers, and interests of readers worldwide
Table of Contents
1: Black-Scholes-Merton 2: Black-Scholes-Merton Greeks 3: Analytical Formulas for American Options 4: Exotic Options Single Asset 5: Exotic Option on Two Assets 6: Black-Scholes- mertoMertonstments and Alternatives 7: Trees and Finite Difference methods 8: Monte Carlo Simulation 9: Options on Stock That Pay Discrete Dividends 10: Commodity and Energy Options 11: Interest Rate Derivatives 12: Volatility and Correlation 13: Distributions 14: Some Useful Formulas
Long Description
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 ofnotations, as well as an extensive bibliography of related books and articles.
Details ISBN0071389970 Author Espen Gaarder Haug Short Title COMP GT OPTION PRICING-2E-W/CD Language English Edition 2nd ISBN-10 0071389970 ISBN-13 9780071389976 Media Book Format Hardcover Year 2007 Imprint McGraw-Hill Professional Country of Publication United States Affiliation J.P. Morgan, USA Series Professional Finance & Investment Replaces 9780786312405 DOI 10.1036/0071389970 UK Release Date 2007-01-16 AU Release Date 2007-01-16 NZ Release Date 2007-01-16 US Release Date 2007-01-16 Pages 492 Publisher McGraw-Hill Education - Europe Edition Description 2nd edition Publication Date 2007-01-16 DEWEY 332.632283 Audience Professional & Vocational Illustrations 0 Illustrations We've got this
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