Complete Guide To Option
Pricing Formulas
By Haug , Espen G
INTRODUCTION
The world of options has moved beyond the simple Black-Schooles pricing model, making more
types of options available. The Complete Guide to Option Pricing Formulas is the first
reference manual on options pricing formulas, one that every professional options trader
and institutional money manager will need. Designed for the practitioner, this reference
offers formulas used daily by some of the best talent on Wall Street. Complete with
numerical examples and explanations, Haug's ``stamp collection'' of formulas is an ideal
supplement for anyone working with financial options.
DESCRIPTION
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.
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.
232 pages
