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The Complete Guide to Option Pricing Formulas by Espen Gaarder Haug

The Complete Guide to Option Pricing Formulas Espen Gaarder Haug ebook
ISBN: 0071389970, 9780071389976
Page: 572
Publisher: Mcgraw-Hill Professional
Format: pdf

Interest-Rate Option Models: Understanding, Analysing and Using Models for Exotic Interest-Rate Options by Ricardo Rebonato, Riccardo Rebonato, Ph.D. Be found in Haug's book "The complete Guide to Option Pricing Formulas" (McGraw-Hill, 2006). The Complete Guide to Option Pricing Formulas. I highly recommend reading this and Espen Gaarder Haug's The Complete Guide to Option Pricing Formulas . When pricing options in todayOs fast-action markets, you need quick access to precise facts and market-tested information. The above code was taken from Simon Benninga's book Financial Modeling, 3rd Edition . The general outside barrier pricing formula can e.g. Option on stocks we recently programmed. Nevertheless, if you're looking for a good software, than I would recommend The Complete Guide to Option Pricing Formulas (build on Excel VBA). We benchmarked our calculation results with the ones drawing from the Excel pricer accompanying E.G.Haug's handbook The complete guide to option pricing formulas, 2nd Ed.