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When pricing options in todayOs fast-action markets, you need quick access to precise facts and market-tested information. The Complete Guide to Options Pricing Formulas is the only authoritative, comprehensive reference to make the necessary set of option pricing tools available in one place. This invaluable reference work, which includes valuable software and ready-to-use programming code to enhance your understanding of the options pricing models discussed and their practical implementations, also gives you a complete listing of key options formulas, all in a dictionary format for ease of use; commentary from derivatives expert and author Espen Gaarder Haug that explains key points in the most important and useful formulas; practitioner-oriented formulas, and highlights of the latest options pricing research from major institutions worldwide; and much more! Invaluable for both experienced users and those learning how to use the tools of valuation, The Complete Guide to Options Pricing Formulas is the first and only book to place all of the research and information you need at your fingertips with precise directions on maximizing its real-world value.
Table of Contents:
1. Plain Vanilla Options
2. Exotic Options
3. Numerical Methods in Options Pricing
4. Interest Rate Options
5. Volatility and Correlation
6. Some Useful Formulas
A. Distributions
B. Partial Derivatives of the Black-Scholes Model
C. The Option-Pricing Software
The Complete Guide to Option Pricing Formulas (2nd edition)
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[此贴子已经被作者于2009-1-17 10:59:24编辑过]
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