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The Complete Guide to Option Pricing Formulas [With CDROM] [Hardback]
£34.81
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eBay item number:375675138361
Item specifics
- Condition
- 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
- 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
Format
Hardcover
Dimensions
Item Height
241 mm
Item Weight
1162 g
Item Width
196 mm
Additional Product Features
Country/Region of Manufacture
United States
Item description from the seller
Seller business information
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CRN: 07652358
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