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The Complete Guide to Option Pricing Formulas,New
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Longestablished 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 easytouse dictionary format, with expert author commentary and readytouse programming code.The Second Edition of this classic guide now includes more than 60 new option models and formulasextensive tables providing an overview of all formulasnew examples and applicationsand an updated CD containing all pricing formulas, with VBA code and readytouse 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 BlackScholesMerton BlackScholesMerton Greeks Analytical Formulas for American Options Exotic Options Single Asset Exotic Options on Two Assets BlackScholesMerton 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 RiskReward MeasuresThis allinone 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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- Q: What is 'The Complete Guide to Option Pricing Formulas' about? A: The book serves as a comprehensive resource on option pricing formulas, providing a revised and updated overview of today's options markets, complete with expert commentary and programming code.
- Q: Who is the author of this book? A: The author of 'The Complete Guide to Option Pricing Formulas' is Espen Gaarder Haug.
- Q: How many pages does the book have? A: The book contains 492 pages.
- Q: What is the publication date of this edition? A: The second edition of the book was published on January 8, 2007.
- Q: Does this book include practical examples? A: Yes, the book includes numerical examples and tables for each option pricing formula, making it user-friendly.
- Q: What type of binding does the book have? A: The book is available in hardcover binding.
- Q: Is this book suitable for beginners in options trading? A: While the book is comprehensive and detailed, it is recommended for those with some foundational knowledge in options trading due to its technical content.
- Q: What topics are covered in the new chapters of the second edition? A: The new chapters cover option sensitivities, discrete dividends, commodity options, and numerical methods including trees, finite difference, and Monte Carlo simulation.
- Q: Are there any programming resources included with the book? A: Yes, the second edition includes a CD with all pricing formulas, along with VBA code and ready-to-use Excel spreadsheets.
- Q: What categories of options are discussed in the book? A: The book discusses various categories including American options, exotic options, options on stocks with discrete dividends, and interest rate derivatives.