The complete guide to option pricing formulas
by
Haug, Espen Gaarder.
Title
:
The complete guide to option pricing formulas
Author
:
Haug, Espen Gaarder.
ISBN
:
9780071477345
9780071389976
Personal Author
:
Haug, Espen Gaarder.
Edition
:
2nd ed.
Publication Information
:
New York : McGraw-Hill, c2007.
Physical Description
:
xxxvii, 536. p. : ill. ; 25 cm + 1 CD-ROM (4 3/4 in. )
Contents
:
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.
Subject Term
:
Options (Finance) -- Prices.
Options (Finance) -- Mathematical models -- Software.
| Library | Material Type | Item Barcode | Shelf Number | Copy |
|---|
| IIEMSA | General Books | 33168025514247 | 332.632283 H371C 2007 | 1 |