The Complete Guide to Option Pricing Formulas

by Espen Gaarder Haug

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 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

Genres: Finance, Reference, Mathematics, Textbooks

492 pages, Hardcover

First published September 22, 1997

Reviews

[Boris Skorodumov · Rating 5 out of 5]

This one is a good book which cover lots of topics. It is a good "must to have" book for anyone who study financial mathematics and intend to work as a quant analyst in financial industry.

[Sjors · Rating 4 out of 5]

Excellent collection of option formulae and computer code snippets to implement these. A solid work of reference. Would recommend.