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.

The Complete Guide to Option Pricing Formulas, 2nd ed. PDF

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