Option Pricing

Advanced Option Pricing Models [Repost]  

Posted by AlenMiler at Oct. 13, 2014
Advanced Option Pricing Models [Repost]

Advanced Option Pricing Models by Jeffrey Owen Katz
McGraw-Hill Professional | January 9, 2009 | English | ISBN: 0071626441, 0071406050 | 448 pages | PDF | 2 MB

Advanced Option Pricing Models details specific conditions under which current option pricing models fail to provide accurate price estimates and then shows option traders how to construct improved models for better pricing in a wider range of market conditions.
The Numerical Solution of the American Option Pricing Problem: Finite Difference and Transform Approaches

The Numerical Solution of the American Option Pricing Problem: Finite Difference and Transform Approaches by Carl Chiarella, Boda Kang and Gunter H Meyer
English | 2014 | ISBN: 9814452610 | 450 pages | PDF | 2 MB

The early exercise opportunity of an American option makes it challenging to price. The Numerical Solution of the American Option Pricing Problem focuses on three numerical methods that have proved useful for the numerical solution of the partial differential equations with free boundary problem arising in American option pricing, namely the method of lines, the sparse grid approach and the integral transform approach. It clearly explains and demonstrates the advantages and limitations of each of them using several examples.
The Complete Guide to Option Pricing Formulas, 2 edition (repost)

Espen Gaarder Haug , "The Complete Guide to Option Pricing Formulas, 2 edition"
English | 2006 | ISBN: 0071389970 | 538 pages | PDF | 8,8 MB

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 commentary and ready-to-use programming code.

Risk-adjusted Lending Conditions: An Option Pricing Approach (repost)  eBooks & eLearning

Posted by arundhati at Sept. 20, 2016
Risk-adjusted Lending Conditions: An Option Pricing Approach (repost)

Werner Rosenberger, "Risk-adjusted Lending Conditions: An Option Pricing Approach"
2003 | ISBN-10: 0470847522 | 186 pages | PDF | 1 MB

Mathematical Modeling and Methods of Option Pricing (Repost)  eBooks & eLearning

Posted by step778 at April 13, 2016
Mathematical Modeling and Methods of Option Pricing (Repost)

Lishang Jiang, "Mathematical Modeling and Methods of Option Pricing"
2005 | pages: 342 | ISBN: 9812563695 | PDF | 7,2 mb

Nonlinear Option Pricing (Repost)  

Posted by insetes at Feb. 4, 2016
Nonlinear Option Pricing (Repost)

Nonlinear Option Pricing By Julien Guyon, Pierre Henry-Labordere
2014 | 484 Pages | ISBN: 1466570334 | PDF | 9 MB
Espen Gaarder Haug - The Complete Guide to Option Pricing Formulas, 2 edition [Repost]

Espen Gaarder Haug - The Complete Guide to Option Pricing Formulas, 2 edition
2006 | ISBN: 0071389970 | English | 538 pages | PDF | 10 MB

Nonlinear Option Pricing (Repost)  

Posted by happy4all at Jan. 3, 2016
Nonlinear Option Pricing (Repost)

Nonlinear Option Pricing By Julien Guyon, Pierre Henry-Labordere
2014 | 484 Pages | ISBN: 1466570334 | PDF | 5 MB

Nonlinear Option Pricing [Repost]  

Posted by Rare-1 at Dec. 22, 2015
Nonlinear Option Pricing [Repost]

Nonlinear Option Pricing By Julien Guyon, Pierre Henry-Labordere
2014 | 484 Pages | ISBN: 1466570334 | PDF | 5 MB
Option Pricing and Estimation of Financial Models with R (repost)

Option Pricing and Estimation of Financial Models with R by Stefano M. Iacus
English | May 24, 2011 | ISBN: 0470745843 | 478 pages | PDF | 4,4 MB