Acts as a reference manual on options pricing formulas. This work, containing numerical examples and explanations, is a useful supplement for anyone working wit

Accompanying CD-ROM contains ... "all pricing formulas, with VBA code and ready-to-use Excel spreadsheets and 3D charts for Greeks (or Option Sensitivities)."--

This comprehensive guide offers traders, quants, and students the tools and techniques for using advanced models for pricing options. The accompanying website i

A unique, in-depth guide to options pricing and valuing their greeks, along with a four dimensional approach towards the impact of changing market circumstances

The recent financial crisis brought to light many of the misunderstandings and misuses of exotic derivatives. With market participants on both the buy and sell-