The Complete Guide to Option Pricing Formulas - Couverture rigide

Haug, Espen

Couverture rigide

ISBN 10 : 0786312408 ISBN 13 : 9780786312405

Editeur : Irwin Professional Publishing, 1997

Synopsis

When pricing options in todayÕs 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.

A propos du livre

À propos de l?auteur

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.

Détails de l'édition

• Éditeur: Irwin Professional Publishing
• Date d'édition: 1997
• Langue: anglais
• ISBN 10: 0786312408
• ISBN 13: 9780786312405
• Reliure: Relié
• Nombre de pages: 232
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible