# 0526355

The Complete Guide to Option Pricing Formulas


Συγγραφέας: Haug Espen Gaarder
Εκδότης: McGraw-Hill Education - Europe
ISBN: 9780071389976
Σειρά βιβλίου: Professional Finance & Investment
Αριθμός Σελίδων: 492
Διαστάσεις: 24x4x20
Έτος Έκδοσης: 2007

Σύνοψη του βιβλίου "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 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.


Συγγραφέας/εις: Haug Espen Gaarder
Κατηγορία: management
Σειρά βιβλίου: Professional Finance & Investment
ISBN: 9780071389976
Ημερ/νία έκδοσης: 01/01/2007
Εξώφυλλο: Hardback
Σελίδες: 492
Περιλαμβάνει: 1 Hardback and 1 CD-ROM
Χώρα έκδοσης: United States
Βάρος βιβλίου: 1162 gr
Διαστάσεις βιβλίου: 24x4x20 cm
Στοιχεία έκδοσης: 2nd edition
Λεπτομέρειες εικονογράφησης: illustrations

Περιεχόμενα

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

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