The Complete Guide to Option Pricing Formulas
Sorozatcím: PROFESSIONAL FINANCE & INVESTM;
-
10% KEDVEZMÉNY?
- A kedvezmény csak az 'Értesítés a kedvenc témákról' hírlevelünk címzettjeinek rendeléseire érvényes.
- Kiadói listaár GBP 51.00
-
23 026 Ft (21 930 Ft + 5% áfa)
Az ár azért becsült, mert a rendelés pillanatában nem lehet pontosan tudni, hogy a beérkezéskor milyen lesz a forint árfolyama az adott termék eredeti devizájához képest. Ha a forint romlana, kissé többet, ha javulna, kissé kevesebbet kell majd fizetnie.
- Kedvezmény(ek) 10% (cc. 2 303 Ft off)
- Kedvezményes ár 20 724 Ft (19 737 Ft + 5% áfa)
Iratkozzon fel most és részesüljön kedvezőbb árainkból!
Feliratkozom
23 026 Ft
Beszerezhetőség
Becsült beszerzési idő: A Prosperónál jelenleg nincsen raktáron, de a kiadónál igen. Beszerzés kb. 3-5 hét..
A Prosperónál jelenleg nincsen raktáron.
Why don't you give exact delivery time?
A beszerzés időigényét az eddigi tapasztalatokra alapozva adjuk meg. Azért becsült, mert a terméket külföldről hozzuk be, így a kiadó kiszolgálásának pillanatnyi gyorsaságától is függ. A megadottnál gyorsabb és lassabb szállítás is elképzelhető, de mindent megteszünk, hogy Ön a lehető leghamarabb jusson hozzá a termékhez.
A termék adatai:
- Kiadás sorszáma 2
- Kiadó McGraw Hill
- Megjelenés dátuma 2007. január 16.
- ISBN 9780071389976
- Kötéstípus Keménykötés
- Terjedelem492 oldal
- Méret 241x195x40 mm
- Súly 1162 g
- Nyelv angol 0
Kategóriák
Hosszú leírás:
Long-established as a definitive resource by Wall Street professionals, The Complete Guide to Option Pricing Formulas has been revised and updated to reflect the realities of today's options markets. The Second Edition contains a complete listing of virtually every pricing formula_all presented in an easy-to-use dictionary format, with expert author commentary and ready-to-use programming code.
The Second Edition of this classic guide now includes more than 60 new option models and formulas…extensive tables providing an overview of all formulas…new examples and applications…and an updated CD containing all pricing formulas, with VBA code and ready-to-use Excel spreadsheets.
The volume also features several new chapters covering such things as: option sensitivities, discrete dividend, commodity options, and two chapters on numerical methods covering trees, finite difference and Monte Carlo Simulation.
The new edition of The Complete Guide to Option Pricing Formulas offers quick access to:
- Options Pricing Overview
- 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: Interpolation, Interest Rates, and Risk-Reward Measures
This all-in-one options pricing guide contains a numerical example or a table with values for each option pricing formula. The book also includes a helpful glossary of notations, as well as an extensive bibliography of related books and articles.
Long-established as a definitive resource by Wall Street professionals, The Complete Guide to Option Pricing Formulas has been revised and updated to reflect the realities of today's options markets. The Second Edition contains a complete listing of virtually every pricing formula_all presented in an easy-to-use dictionary format, with expert author commentary and ready-to-use programming code.
The Second Edition of this classic guide now includes more than 60 new option models and formulas…extensive tables providing an overview of all formulas…new examples and applications…and an updated CD containing all pricing formulas, with VBA code and ready-to-use Excel spreadsheets.
The volume also features several new chapters covering such things as: option sensitivities, discrete dividend, commodity options, and two chapters on numerical methods covering trees, finite difference and Monte Carlo Simulation.
The new edition of The Complete Guide to Option Pricing Formulas offers quick access to:
- Options Pricing Overview
- 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: Interpolation, Interest Rates, and Risk-Reward Measures
This all-in-one options pricing guide contains a numerical example or a table with values for each option pricing formula. The book also includes a helpful glossary of notations, as well as an extensive bibliography of related books and articles.
TöbbTartalomjegyzék:
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
Több
