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The Complete Guide to Option Pricing Formulas [With CDROM] [Hardback]

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eBay item number:375675138361
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Item specifics

Condition
New: A new, unread, unused book in perfect condition with no missing or damaged pages. See the ...
EAN
9780071389976
UPC
9780071389976
ISBN
9780071389976
MPN
N/A
Book Title
The Complete Guide to Option Pricing Formulas [Wit
Item Length
24.2 cm
Publication Year
2007
Type
Textbook
Format
Hardcover
Language
English
Publication Name
The Complete Guide to Option Pricing Formulas
Item Height
241 mm
Author
Espen Gaarder Haug
Publisher
Mcgraw-Hill Education
Subject
Accounting
Item Weight
1162 g
Item Width
196 mm
Number of Pages
492 Pages

About this product

Product Information

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.

Product Identifiers

Publisher
Mcgraw-Hill Education
ISBN-13
9780071389976
eBay Product ID (ePID)
89047866

Product Key Features

Number of Pages
492 Pages
Language
English
Publication Name
The Complete Guide to Option Pricing Formulas
Publication Year
2007
Subject
Accounting
Type
Textbook
Author
Espen Gaarder Haug
Format
Hardcover

Dimensions

Item Height
241 mm
Item Weight
1162 g
Item Width
196 mm

Additional Product Features

Country/Region of Manufacture
United States
Title_Author
Espen Gaarder Haug

Item description from the seller

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  • n***w (3)- Feedback left by buyer.
    Past 6 months
    Verified purchase
    Item arrived on time and was packaged well. The item was exactly as advertised and was amazing value compared to other places. The seller was also incredibly speedy at replying to my enquiries. Although it was not the fault of the seller (the packaging used to send the item was more than sufficient), my figure did have a manufacturing defect (the left hand was broken off). Thankfully superglue put it back in place and no one can tell it was broken.
  • e***e (641)- Feedback left by buyer.
    Past month
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    Item as described, well packaged, great price, unfortunately it took 9 days to arrive from stated dispatch date and seller didn’t respond to my request to investigate why tracking was still showing it as awaiting dispatch for a number of days.
  • i***e (55)- Feedback left by buyer.
    Past 6 months
    Verified purchase
    Item came perfectly described with good packaging. Only issue is dispatch time and communication takes a while, thankfully came in time for what it was intended. Price is really good and super informative tutorials inside.