Loading
Books > Business & Investing > Investing > Options

               godrules_net (19926Feedback is 10,000 to 24,999) 98% Member has an eBay Store about me






PrintPlace.com Online Full Color Printing


 The Complete Guide to Option Pricing Formulas (9780071389976) Could not connect to Amazon
Front




Rank:
Manufacturer:
4.2 out of 5 stars


New:
Used:
Retail:
Model:
ASIN:

(everyday Super Saver Pricing)
In Stock.


Customers who Bought This Also Liked

Could not connect to Amazon

Product Description

The Complete Guide to Option Pricing Formulas (9780071389976): Espen Gaarder Haug: Books. The first Sourcebook to Explain Every Important Option Pricing Formula. When pricing options in today's fast-action markets, experience and intuition are not longer enough. To protect your carefully planned positions, you need precise facts and tested information that has been proven time and again. The Complete Guide to Option Pricing Formulas is the first and only authoritative reference to contain every option pricing took you need, all in one handy volume: Black-Scholes, two asset binomial trees, implied trinomial trees, Vasiceck, exotics. Many important option pricing formulas are accompanied by computer code to assis in their use, understanding, and implementation. This invaluable, one-of-a-kind reference work gives you: a complete listing of key option formulas, all delivered in an easy-to-use dictionary format; Commentary that explains key points in the most important and useful formulas; Valuable software and ready-to-use programming code that enhances your understanding of option pricing models and their practical implementations; Practitioner-oriented formulas, and highlights of the latest option pricing research from major institutions worldwide; Pricing advances on commodity options like the Miltersen and Schwartz Model, exotic options such as extreme spread options and implied trinomial trees, and much more! Professionals who use options must have immediate access to reliable and complete option pricing formulas and information. The complete Guide to Option Pricing Formulas, an invaluable guide for both experienced users and those learning how to use the tools of valuation, is the first book to place all of the research and information you need at your fingertips. ABOUT THE AUTHOR 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 Training Group (Europe), and also worked for several years in derivatives research and trading for Chemical Bank and Den Norske 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.

Shipping Weight: 2 pounds



Technical Details



Find Related Items





30 Day Return Policy - Company Info - Affiliate Disclosure Statement - FAQ - Privacy Policy - Over 20,000 Customer Feedback

© Copyright 2002-2011 Optasia Electronics, Inc. All rights reserved.