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.

作为华尔街专业人士的权威资源，期权定价公式的完整指南已经过修订和更新，以反映当今期权市场的现实。第二版包含了几乎所有定价公式的完整列表，所有这些都以易于使用的字典格式呈现，并附有专家作者评论和现成的编程代码。
这本经典指南的第二版现在包括60多个新的期权模型和公式…提供所有公式概述的广泛表格…新的示例和应用程序…以及包含所有定价公式的更新CD，带有VBA代码和随时可用的Excel电子表格。
该卷还包括几个新的章节，内容包括：期权敏感性，离散股息，商品期权，和两个章节的数值方法，包括树木，有限差分和蒙特卡罗模拟。
新版《期权定价公式完整指南》提供了对以下内容的快速访问：
*期权定价概述
*布莱克-斯科尔斯-默顿
*布莱克-斯科尔斯-默顿
*美式期权的解析公式
*奇异期权单一资产
*两种资产的奇异期权
*布莱克-斯科尔斯-默顿调整和替代方案
*树与有限差分法
*蒙特卡罗模拟
*支付离散股息的股票期权
*商品和能源选择
*利率衍生品
*波动性和相关性
*分配
*一些有用的公式：插值，利率和风险回报措施
本综合期权定价指南包含一个数值示例或一个表格，其中包含每个期权定价公式的值。这本书还包括一个有用的术语表的符号，以及一个广泛的书目相关的书籍和文章。