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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
Publisher: Mcgraw-Hill Professional
Page: 572
Format: pdf

Implementing Derivative Models, by Les Clewlow, Chris Strickland; The Complete Guide to Option Pricing Formulas, by Espen Gaarder Haug. At the same time as Merton's work and with Merton's assistance, Fischer Black and Myron Scholes were developing their option pricing formula, which led to winning the 1997 Nobel Prize in Economics. Posted 11th October 2012 by Ton Yee Ng. The Complete Guide to Option Pricing Formulas, E G Haug C. Be found in Haug's book "The complete Guide to Option Pricing Formulas" (McGraw-Hill, 2006). The general outside barrier pricing formula can e.g. Investment Under Uncertainty, A K Dixit, R S Pindyck B. 1997 - Espen Gaarder Haug, The Complete Guide to Option Pricing Formulas; 1998 - Paul Wilmott, Derivatives: The Theory and Practice of Financial Engineering; 2004 - Emanuel Derman, My Life as a Quant: Reflections on Physics and Finance; 2004 - Steven E. 1.5 Introductory -- Honourable mention: A. Option Greeks - Call and Put Delta.