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The Complete Guide to Option Pricing Formulas

Second Edition - Includes CD with VBA Code and Excel Spreadsheets

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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

Acquisto del libro

The Complete Guide to Option Pricing Formulas, Espen Gaarder Haug

Lingua
Pubblicato
2006
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(Copertina rigida),
Condizioni del libro
In buone condizioni
Prezzo
4,79 €

Metodi di pagamento

Titolo
The Complete Guide to Option Pricing Formulas
Sottotitolo
Second Edition - Includes CD with VBA Code and Excel Spreadsheets
Lingua
Inglese
Pubblicato
2006
Formato
Copertina rigida
Pagine
492
ISBN10
0071389970
ISBN13
9780071389976
Serie
Descrizione
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