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The Complete Guide to Option Pricing Formulas Espen Haug

The Complete Guide to Option Pricing Formulas By Espen Haug

The Complete Guide to Option Pricing Formulas by Espen Haug


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New RRP £34.99
Condition - Very Good
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Summary

Acts as a reference manual on options pricing formulas. This work, containing numerical examples and explanations, is a useful supplement for anyone working with financial options. It offers formulas used by some of the best talent on Wall Street, and is useful for professional options traders and institutional money managers.

The Complete Guide to Option Pricing Formulas Summary

The Complete Guide to Option Pricing Formulas by Espen Haug

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.

About Espen Haug

Espen Gaarder Haug is a leading expert on derivatives theory and its practical implications. He has developed systems and tools for options and interest rate derivatives for the Chase Manhattan Bank Derivatives Research and Trading Group (Europe), and also worked for several years in derivatives research and trading for Chemical Bank and Dennorske Bank. Haug is a greatly appreciated lecturer on derivatives in graduate finance programs and among practitioners. Further, he has published numerous articles on options in academic journals, including the Journal of Financial Engineering.

Table of Contents

Plain Vanilla Options.Exotic Options.Numerical Methods in Options Pricing.Interest-Rate Options.Volatility and Correlation.some Useful formulas.Distributions.Partial Derivatives of the Black-Scholes.The Option-Pricing Software.Bibliography.Index.

Additional information

GOR002482635
9780786312405
0786312408
The Complete Guide to Option Pricing Formulas by Espen Haug
Used - Very Good
Hardback
McGraw-Hill Education - Europe
19971116
232
N/A
Book picture is for illustrative purposes only, actual binding, cover or edition may vary.
This is a used book - there is no escaping the fact it has been read by someone else and it will show signs of wear and previous use. Overall we expect it to be in very good condition, but if you are not entirely satisfied please get in touch with us

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