Bookbot

The Complete Guide to Option Pricing Formulas

Second Edition - Includes CD with VBA Code and Excel Spreadsheets

En savoir plus sur le livre

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

Achat du livre

The Complete Guide to Option Pricing Formulas, Espen Gaarder Haug

Langue
Année de publication
2006
product-detail.submit-box.info.binding
(rigide),
État du livre
Bon
Prix
4,79 €

Modes de paiement

Personne n'a encore évalué .Évaluer

Titre
The Complete Guide to Option Pricing Formulas
Sous-titre
Second Edition - Includes CD with VBA Code and Excel Spreadsheets
Langue
Anglais
Éditeur
McGraw Hill
Publié
2006
Format
rigide
Pages
492
ISBN10
0071389970
ISBN13
9780071389976
Séries
Description
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