The complete guide to option pricing formulas Espen Gaarder Haug.
By: Haug, Espen Gaarder
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New York McGraw-Hill ©2007Edition: 2a. edición.Description: xxxvii, 536 páginas ilustrado 25 cm.ISBN: 0071477349; 9780071477345.Subject(s): Options (finance) -- Prices | Options (finance) -- Mathematical models | Opción (finanzas) -- Precios | Opción (finanzas) -- Modelo matemáticoDDC classification: 332.632 Online resources: Publisher description | Contributor biographical information | Item type | Current location | Collection | Call number | Copy number | Status | Date due | Barcode | Item holds |
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Libros
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Biblioteca Central | General | 332.632 / H371t (Browse shelf) | Ej.1 | Available | 8000022261 |
Incluye referencias bibliográficas (p. 499-520) e índice.
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
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