The Complete Guide to Option Pricing Formulas

The Complete Guide to Option Pricing Formulas

Espen Gaarder Haug


Long-established as a definitive source through Wall highway execs, The whole advisor to alternative Pricing Formulas has been revised and up to date to mirror the realities of modern-day strategies markets. the second one version incorporates a whole directory of just about each pricing formula_ all awarded in an easy-to-use dictionary layout, with specialist writer remark and ready-to-use programming code.

The moment version of this vintage consultant now contains greater than 60 new alternative types and formulas…extensive tables offering an summary of all formulas…new examples and applications…and an up-to-date CD containing all pricing formulation, with VBA code and ready-to-use Excel spreadsheets.

The quantity additionally good points numerous new chapters masking things like: alternative sensitivities, discrete dividend, commodity recommendations, and chapters on numerical tools masking timber, finite distinction and Monte Carlo Simulation.

The new version of The entire advisor to alternative Pricing Formulas deals easy access to:

  • Options Pricing review
  • Black-Scholes-Merton
  • Black-Scholes-Merton Greeks
  • Analytical formulation for American thoughts
  • Exotic recommendations unmarried Asset
  • Exotic strategies on resources
  • Black-Scholes-Merton changes and choices
  • Trees and Finite distinction tools
  • Monte Carlo Simulation
  • Options on shares that Pay Discrete Dividends
  • Commodity and effort thoughts
  • Interest cost Derivatives
  • Volatility and Correlation
  • Distributions
  • Some priceless formulation: Interpolation, rates of interest, and Risk-Reward Measures

This all-in-one innovations pricing advisor encompasses a numerical instance or a desk with values for every alternative pricing formulation. The booklet additionally encompasses a precious thesaurus of notations, in addition to an intensive bibliography of comparable books and articles.

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