Chapter 8: Popular Quant Books 339
The Complete Guide to Option Pricing
Formulas by Espen Gaarder Haug
‘‘The truth of the matter is that if I am being so positive about
this book, it’s because I know for a fact that it has saved lives
more than once.’’ Alireza Javaheri
PublisherMcGraw-Hill Professional
Publication date 1997
FormatHardback
ISBN 0786312408
When pricing options in today’s fast-action markets, expe-
rience and intuition are no longer enough. To protect your
carefully planned positions, you need precise facts and tested
information that has been proven time and again.
The Complete Guide to Option Pricing Formulasis the first
and only authoritative reference to contain every option tool
you need, all in one handy volume: Black–Scholes, two asset
binomial trees, implied trinomial trees, Vasicek, exotics.
Many important option pricing formulæ are accompanied by
computer code to assist in their use, understanding, and
implementation.
