The Complete Guide to Option Pricing Formulas - Rilegato

Haug, Espen Gaarder

Rilegato

ISBN 10: 0071389970 ISBN 13: 9780071389976

Casa editrice: McGraw Hill, 2007

Riassunto

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.

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Dettagli dell?edizione

• Editore: McGraw Hill
• Data di pubblicazione: 2007
• Lingua: Inglese
• ISBN 10: 0071389970
• ISBN 13: 9780071389976
• Rilegatura: Copertina rigida
• Numero edizione: 2
• Numero di pagine: 492
• Contatto del produttore: non disponibile