The Complete Guide to Option Pricing Formulas

Book cover of The Complete Guide to Option Pricing Formulas

Book description

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…

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Why read it?

1 author picked The Complete Guide to Option Pricing Formulas as one of their favorite books. Why do they recommend it?

Alain Ruttiens

Author

The valuation of options has been the subject of numerous studies, papers, and books.

The originality of this one is that it is collecting the resulting formulae to be used in practice, and for each of them, proposing related Excel spreadsheets, and VBA coding (also with a CD included). All types of options are covered, from “vanilla” to “exotics”, on every kind of underlyings (from traditional ones up to commodities and energy).

It also develops calculation methods for the options “greeks” and volatility. But the book is not only such a catalog of formulae, these are assorted by useful comments…

From Alain's list on quantitative finance applied to financial markets.