The Complete Guide to Option Pricing Formulas, w. 1 diskette (3 1/2 inch)
(Sprache: Englisch)
Many important options pricing formulas are accompanied by computer code to assist in their use, understanding, and implemantation. This book, one-of-a-kind reference work gives you: A complete listing of key options formulas, all deliverde in an...
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Many important options pricing formulas are accompanied by computer code to assist in their use, understanding, and implemantation. This book, one-of-a-kind reference work gives you: A complete listing of key options formulas, all deliverde in an easy-to-use dictionary format. Commentary that explains key points in the most important and useful formulas. Valuable software and ready-to-use programming code that enhances your understanding of option pricing models and their practical implementations. Practioner-oriented formulas, and highlights of the latest option pricing research from major institutions worldwide. Pricing advances on commody options like the Miltersen and Schwartz Model, exotic options such as extreme spread options and implied trinomial trees, and much more.
Bibliographische Angaben
- Autor: Espen Gaarder Haug
- 1998, XX, 232 Seiten, Maße: 24,5 cm, Gebunden, Englisch
- Verlag: McGraw-Hill Professional
- ISBN-10: 0786312408
- ISBN-13: 9780786312405
Sprache:
Englisch
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