Espen Gaarder Haug

The Complete Guide to Option Pricing Formulas

• Gebundenes Buch

Produktbeschreibung

When pricing options in fast-action markets, experience and intuition are not enough - financial professionals need precise facts and tested information that has been proven time and again. This reference contains listing of various option pricing formula, presented in a dictionary format.

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Produktdetails

• Verlag: McGraw-Hill Professional
• 2. Aufl.
• Seitenzahl: 492
• Erscheinungstermin: 16. Januar 2007
• Englisch
• Abmessung: 244mm x 202mm x 50mm
• Gewicht: 1196g
• ISBN-13: 9780071389976
• ISBN-10: 0071389970
• Artikelnr.: 20901936

Autorenporträt

McGraw-Hill authors represent the leading experts in their fields and are dedicated to improving the lives, careers, and interests of readers worldwide

Inhaltsangabe

1: Black-Scholes-Merton
2: Black-Scholes-Merton Greeks
3: Analytical Formulas for American Options
4: Exotic Options Single Asset
5: Exotic Option on Two Assets
6: Black-Scholes- mertoMertonstments and Alternatives
7: Trees and Finite Difference methods
8: Monte Carlo Simulation
9: Options on Stock That Pay Discrete Dividends
10: Commodity and Energy Options
11: Interest Rate Derivatives
12: Volatility and Correlation
13: Distributions
14: Some Useful Formulas