| Document Type
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BL
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| Record Number
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1031468
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| Doc. No
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b785838
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| Main Entry
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Haug, Espen Gaarder.
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| Title & Author
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The complete guide to option pricing formulas /\ Espen Gaarder Haug.
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| Edition Statement
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2nd ed.
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| Publication Statement
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New York :: McGraw-Hill,, ©2007.
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| Page. NO
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xxxvii, 536. pages :: illustrations ; 25 cm ++ 1 CD-ROM (4 3/4 in.)
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| ISBN
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0071389970
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: 0071477349
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: 0071477357
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: 9780071389976
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: 9780071477345
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: 9780071477352
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| Bibliographies/Indexes
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Includes bibliographical references (pages 499-520) and index.
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| Contents
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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 -- The option pricing software.
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| Abstract
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Accompanying CD-ROM contains ... "all pricing formulas, with VBA code and ready-to-use Excel spreadsheets and 3D charts for Greeks (or Option Sensitivities)."--Jacket.
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| Subject
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Options (Finance)-- Mathematical models-- Software.
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| Subject
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Options (Finance)-- Prices.
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| Subject
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Formel
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Options (Finance)-- Prices.
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| Subject
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Optionspreis
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Preisbildung
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Formel.
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Optionspreis.
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Preisbildung.
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| Subject
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Modèle d'évaluation du prix de l'option.
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| Subject
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Option (Finances)
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| Subject
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Prix de l'option.
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| Dewey Classification
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332.63/2283
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| LC Classification
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HG6024.A3H38 2006
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| NLM classification
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QK 660rvk
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QK 660.rvk
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