عنوان
پدید آورنده
موضوع
رده
HG6024.A3 H38 2006
HG6024
.
A3
H38
2006
کتابخانه
محل استقرار
0071389970
0071477349
0071477357
9780071389976
9780071477345
9780071477352
b785838
The complete guide to option pricing formulas /
[Book]
Espen Gaarder Haug.
2nd ed.
New York :
McGraw-Hill,
©2007.
xxxvii, 536. pages :
illustrations ; 25 cm +
1 CD-ROM (4 3/4 in.)
Includes bibliographical references (pages 499-520) and index.
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.
0
Accompanying CD-ROM contains ... "all pricing formulas, with VBA code and ready-to-use Excel spreadsheets and 3D charts for Greeks (or Option Sensitivities)."--Jacket.
Complete guide to option pricing formulas.
Options (Finance)-- Mathematical models-- Software.
Options (Finance)-- Prices.
Formel
Formel.
Modèle d'évaluation du prix de l'option.
Option (Finances)
Options (Finance)-- Prices.
Optionspreis
Optionspreis.
Preisbildung
Preisbildung.
Prix de l'option.
332
.
63/2283
22
HG6024
.
A3
H38
2006
QK
660
QK
660
.
rvk
rvk
Haug, Espen Gaarder.
20201206234234.0
مطالعه متن کتاب [Book]
Y
