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The Complete Guide to Option Pricing Formulas

Amazon.com Price:  $26.88 (as of 12/05/2019 17:06 PST- Details)

Description

Long-established as a definitive resource by Wall Street professionals, The Complete Guide to Option Pricing Formulas has been revised and up to date to reflect the realities of today’s options markets. The Second Edition incorporates a complete listing of virtually each and every pricing formula_ all presented in a very simple-to-use dictionary format, with expert creator observation and in a position-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 up to date CD containing all pricing formulas, with VBA code and in a position-to-use Excel spreadsheets.

The volume also features several new chapters covering things like: 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 Overview
  • Black-Scholes-Merton
  • Black-Scholes-Merton Greeks
  • Analytical Formulas for American Options
  • Exotic Options Single Asset
  • Exotic Options on Two Assets
  • Black-Scholes-Merton Adjustments and Alternatives
  • Trees and Finite Difference Methods
  • Monte Carlo Simulation
  • Options on Stocks that Pay Discrete Dividends
  • Commodity and Energy Options
  • Interest Rate Derivatives
  • Volatility and Correlation
  • Distributions
  • Some Useful Formulas: Interpolation, Interest Rates, and Risk-Reward Measures

This all-in-one options pricing guide incorporates a numerical example or a table with values for every option pricing formula. The book also includes a helpful glossary of notations, in addition to an extensive bibliography of related books and articles.

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