Anonymous shelf assessment
Comprehensive Guide to Option Pricing Formulas
Shelf score 8.5 / 10
On The Complete Guide to Option Pricing Formulas · Espen Gaarder Haug · McGraw-Hill
Published 21 March 2026
This guide is essential for finance professionals involved in derivatives.
Overview
The Complete Guide to Option Pricing Formulas by Espen Gaarder Haug is a thorough resource for understanding the complexities of option pricing. Published in 2007, it delves into various mathematical models and software applications that are crucial for pricing options accurately.
With a focus on practical applications, the guide includes a CD-ROM that features all pricing formulas, VBA code, and ready-to-use Excel spreadsheets, enhancing its utility for analysts, traders, and portfolio managers. This resource is designed for those with an intermediate understanding of finance and quantitative methods.
By area & interest
Mathematical Models
The book explores a variety of mathematical models used in option pricing, providing readers with a solid foundation in the theoretical aspects of derivatives.
Software Applications
It includes practical software applications that facilitate the implementation of pricing models, making complex calculations more accessible.
Target Audience
Designed for analysts, traders, and portfolio managers, this guide serves as a valuable tool for professionals looking to enhance their understanding of option pricing.
Basis of this assessment
This assessment is based on catalogue information and Google Books metadata.
Strengths
The guide offers a comprehensive overview of option pricing formulas and includes practical tools such as Excel spreadsheets, making it highly useful for practitioners.
Limitations
The content may be too advanced for beginners, as it assumes a certain level of familiarity with finance and quantitative methods.
Ideal reader
This book is ideal for finance professionals, particularly those with an intermediate understanding of derivatives and a need for practical pricing tools.