Anonymous shelf assessment
Comprehensive Option Pricing Reference
Shelf score 8.5 / 10
On The Complete Guide to Option Pricing Formulas · Espen Gaarder Haug · McGraw-Hill
Published 22 March 2026
This guide offers an extensive collection of option pricing formulas with practical implementation tools for finance professionals.
Overview
The Complete Guide to Option Pricing Formulas presents a thorough compilation of pricing formulas for various options, including vanilla, exotic, and path-dependent types. Each formula is accompanied by detailed explanations, making it suitable for professionals with an intermediate understanding of finance and quantitative methods.
The book features a user-friendly structure that facilitates quick navigation, allowing readers to easily locate specific formulas and their applications. Additionally, it includes a CD-ROM with Excel spreadsheets and VBA code, providing practical tools for analysts and traders in derivatives trading.
Overall, Haug's work serves as both a reference and a practical guide, equipping finance professionals with the necessary resources to effectively utilise option pricing models in their work.
By area & interest
Extensive Formula Compilation
The book contains a comprehensive collection of option pricing formulas, catering to various types of options and ensuring a wide range of applications.
Practical Implementation Tools
Accompanied by a CD-ROM, the book provides Excel spreadsheets and VBA code, enhancing the usability of the formulas for real-world scenarios.
User-Friendly Structure
The organisation of the content allows for easy navigation, making it simple for readers to find specific formulas and their applications.
Target Audience
Designed for analysts, traders, and portfolio managers, this guide is ideal for those seeking a detailed reference on option pricing methodologies.
Basis of this assessment
This assessment is based on the catalogue description and Google Books metadata.
Strengths
The book excels in offering a thorough collection of option pricing formulas, supported by practical implementation tools that enhance usability for finance professionals.
Limitations
While comprehensive, the book may not address every niche aspect of derivatives trading, and readers looking for advanced theoretical discussions might require additional resources.
Ideal reader
This book is best suited for analysts, traders, and portfolio managers who need a detailed reference on option pricing methodologies and practical implementation.