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Books on the topic 'Option Pricing'

Author: Grafiati

Published: 4 June 2021

Last updated: 7 September 2023

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1

K, Sarkar Salil, ed. Option pricing. Hull: MCB University Press, 1995.

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2

Clark, Iain J. Commodity Option Pricing. Chichester, UK: John Wiley & Sons, Ltd, 2014. http://dx.doi.org/10.1002/9781118871782.

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3

Clark, Iain J., ed. Foreign Exchange Option Pricing. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781119208679.

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4

Perrakis, Stylianos. Stochastic Dominance Option Pricing. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-11590-6.

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5

Bates, David S. Testing option pricing models. Cambridge, MA: National Bureau of Economic Research, 1995.

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6

1950-, Bookstaber Richard M., ed. Option pricing & investment strategies. Chicago, Ill: Probus Pub. Co., 1987.

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7

Friedman, Michael. Option pricing - the binomial. Oxford: Oxford Brookes Univerisity, 2004.

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8

Garleanu, Nicolae. Demand-based option pricing. Cambridge, Mass: National Bureau of Economic Research, 2005.

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9

Rajan, Raghuram. Pricing commodity bonds using binomial option pricing. Washington, DC (1818 H St., N.W., Washington 20433): International Economics Dept., the World Bank, 1988.

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10

High performance options trading: Option volatility & pricing strategies. Hoboken, N.J: J. Wiley, 2003.

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11

Gibson, Rajna. Option valuation: Analyzing and pricing standardized option contracts. Genève: Georg, 1988.

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12

Option valuation: Analyzing and pricing standardized option contracts. New York: McGraw-Hill, 1991.

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13

Kallianpur, Gopinath, and Rajeeva L. Karandikar. Introduction to Option Pricing Theory. Boston, MA: Birkhäuser Boston, 2000. http://dx.doi.org/10.1007/978-1-4612-0511-1.

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14

Kolesnik, Alexander D., and Nikita Ratanov. Telegraph Processes and Option Pricing. Berlin, Heidelberg: Springer Berlin Heidelberg, 2013. http://dx.doi.org/10.1007/978-3-642-40526-6.

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15

Hafner, Wolfgang, and Heinz Zimmermann, eds. Vinzenz Bronzin’s Option Pricing Models. Berlin, Heidelberg: Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-540-85711-2.

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16

Ratanov, Nikita, and Alexander D. Kolesnik. Telegraph Processes and Option Pricing. Berlin, Heidelberg: Springer Berlin Heidelberg, 2022. http://dx.doi.org/10.1007/978-3-662-65827-7.

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17

Kallianpur, Gopinath. Introduction to Option Pricing Theory. Boston, MA: Birkhäuser Boston, 2000.

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18

Option pricing and investment strategies. 3rd ed. Chicago, Ill: Probus Pub, 1991.

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19

Bookstaber, Richard M. Option pricing and investment strategies. 3rd ed. London: McGraw-Hill, 1991.

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20

Jönsson, Ola. Option pricing and Bayesian learning. Lund: Lund University, 2006.

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21

Olivier, Pironneau, ed. Computational methods for option pricing. Philadelphia: Society for Industrial and Applied Mathematics, 2005.

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22

1956-, Karandikar R. L., ed. Introduction to option pricing theory. Boston, Mass: Birkhäuser, 2000.

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23

Wilmott, Paul. Option pricing: Mathematical models and computation. Oxford, UK: Oxford Financial Press, 1997.

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24

Rostek, Stefan. Option Pricing in Fractional Brownian Markets. Berlin, Heidelberg: Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-642-00331-8.

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25

Aït-Sahalia, Yacine. Nonparametric option pricing under shape restrictions. Cambridge, MA: National Bureau of Economic Research, 2002.

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26

Asea, Patrick K. Heterogeneous information arrival and option pricing. Cambridge, MA: National Bureau of Economic Research, 1997.

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27

An introduction to exotic option pricing. Boca Raton: Chapman and Hall/CRC, 2012.

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28

service), SpringerLink (Online, ed. Option Pricing in Fractional Brownian Markets. Berlin, Heidelberg: Springer-Verlag Berlin Heidelberg, 2009.

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29

Rosenberg, Joshua. Option hedging using empirical pricing kernels. Cambridge, MA: National Bureau of Economic Research, 1997.

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30

Katz, Jeffrey Owen. Advanced option pricing models: An empirical approach to valuing options. New York: McGraw-Hill, 2005.

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31

Connolly, Kevin B. Pricing convertible bonds. Chichester: Wiley, 1998.

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32

The complete guide to option pricing formulas. New York: McGraw-Hill, 1997.

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33

Haug, Espen Gaarder. The complete guide to option pricing formulas. 2nd ed. New York: McGraw-Hill, 2007.

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34

Chriss, Neil. Black-Scholes and beyond: Option pricing models. Chicago: Irwin, 1997.

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35

Jouini, E., J. Cvitanic, and Marek Musiela, eds. Option Pricing, Interest Rates and Risk Management. Cambridge: Cambridge University Press, 2001. http://dx.doi.org/10.1017/cbo9780511569708.

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36

Chorro, Christophe, Dominique Guégan, and Florian Ielpo. A Time Series Approach to Option Pricing. Berlin, Heidelberg: Springer Berlin Heidelberg, 2015. http://dx.doi.org/10.1007/978-3-662-45037-6.

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37

Pascucci, Andrea. PDE and Martingale Methods in Option Pricing. Milano: Springer Milan, 2011. http://dx.doi.org/10.1007/978-88-470-1781-8.

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38

Page, H. A practical approach to option pricing theory. Dublin: University College Dublin, 1994.

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39

Hathaway, Neville. A simple approximation for call option pricing. Melbourne: University of Melbourne. Graduate School ofManagement, 1987.

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40

1965-, Jouini E., Cvitanić J. 1962-, and Musiela Marek 1950-, eds. Option pricing, interest rates and risk management. Cambridge: Cambridge University Press, 2001.

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41

Chriss, Neil. Black-Scholes and beyond: Option pricing models. New York: McGraw-Hill, 1997.

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42

Aiyer, Ajay Subramanian. European option pricing with fixed transaction costs. Ithaca, N.Y: Cornell Theory Center, Cornell University, 1996.

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43

Clark, Iain J. Foreign exchange option pricing: A practitioner's guide. Hoboken, N.J: John Wiley, 2011.

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44

Dumas, Bernard. Currency option pricing in credible target zones. Cambridge, Mass: National Bureau of Economic Research, 1993.

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45

Back, Kerry E. Option Pricing. Oxford University Press, 2017. http://dx.doi.org/10.1093/acprof:oso/9780190241148.003.0016.

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Abstract:

Options, option portfolios, put‐call parity, and option bounds are explained. Changes of numeraire (measure) are discussed, and the Black‐Scholes formula is derived. The fundamental PDE for an option value is explained. The option greeks are defined, and delta hedging is explained. The smooth pasting condition for valuing an American option is explained.

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46

Swanson, Robert, and Ken Trester. Option Master: Software for Pricing Options. 2nd ed. Institution for Options Research, Inc., 1995.

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47

Strickland, Chris, and Les Clewlow. Option Pricing Models. Wiley & Sons, Incorporated, John, 1998.

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48

Guyon, Julien, and Pierre Henry-Labordere. Nonlinear Option Pricing. Chapman and Hall/CRC, 2013. http://dx.doi.org/10.1201/b16332.

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49

Nonlinear Option Pricing. Taylor & Francis Inc, 2013.

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50

Guyon, Julien, and Pierre Henry-Labordere. Nonlinear Option Pricing. Taylor & Francis Group, 2013.

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