
The Complete Guide to Option Pricing Formulas
Espen Haug(Author)
Irwin Professional Publishing
Published on 16. November 1997
Book
Hardback
232 pages
978-0-7863-1240-5 (ISBN)
Article exhausted; check for reprint
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.
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.
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.
More details
Language
English
Place of publication
New York
United States
Publishing group
McGraw-Hill Education - Europe
Target group
Professional and scholarly
Illustrations
25 Illustrations, unspecified
Dimensions
Height: 279 mm
Width: 216 mm
Thickness: 24 mm
Weight
683 gr
ISBN-13
978-0-7863-1240-5 (9780786312405)
Copyright in bibliographic data and cover images is held by Nielsen Book Services Limited or by the publishers or by their respective licensors: all rights reserved.
Schweitzer Classification
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Espen Gaarder Haug
The Complete Guide to Option Pricing Formulas
Book
01/2007
2nd Edition
McGraw-Hill Professional
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Person
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.
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.
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.
Content
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.