Items related to Options: An Introduction
This revised edition not only provides the same comprehensive introduction as the first edition, but also includes: expanded treatment of option strategies; complete treatment of option sensitivities (DELTA), and thorough treatment of European and American options in two separate chapters; and treatment of options on futures, foreign currency option and options on stock indexes. The text comes with OPTION! software. Major improvements to the software include: the ability to write graphs to the hard drive for printing; European and US binominal model pricing with dividends (proportional payouts, continuous payouts, and specific dollar payouts); the Barone-Adesi and Whaley analytic approximation for American options (with graphs); exact American option pricing (with graphs); complete analysis of option sensitivities (with graphs).
"synopsis" may belong to another edition of this title.
From the Back Cover:
Options: An Introduction is a completely revised edition which not only provides the same comprehensive introduction as the first edition, but also includes expanded treatment of option strategies, complete treatment of option sensitivities (DELTA, etc.) thorough treatment of European and American options in two separate chapters, and expanded treatment of options on futures, foreign currency options, and options on stock indexes. As with the first edition, the text comes with OPTION! software.
Major improvements to the software include:
- The ability to write graphs to the hard drive for printing
- European and American binomial model pricing with dividends (proportional payouts, continuous payouts, and specific dollar payouts)
- The Barone-Adesi and Whaley analytic approximation for American options (with graphs)
- Exact American option pricing (with graphs)
- Complete analysis of option sensitivities (with graphs).
An Instructor's Manual is available to adopters.
"About this title" may belong to another edition of this title.
- PublisherBlackwell Pub
- Publication date1995
- ISBN 10 1557867518
- ISBN 13 9781557867513
- BindingPaperback
- Edition number2
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