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Books on the topic 'Option Pricing'

Author: Grafiati

Published: 4 June 2021

Last updated: 25 July 2025

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1

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

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2

Clark, Iain J. Commodity Option Pricing. 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. John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781119208679.

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4

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

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5

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

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6

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

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7

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

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8

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

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9

Rajan, Raghuram. Pricing commodity bonds using binomial option pricing. International Economics Dept., the World Bank, 1988.

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10

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

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11

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

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12

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

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13

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

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14

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

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15

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

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16

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

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17

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

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18

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

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19

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

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20

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

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21

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

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22

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

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23

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

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24

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

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25

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

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26

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

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27

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

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28

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

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29

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

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30

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

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31

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

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32

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

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33

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

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34

Wilmott, Paul. Exotic Option Pricing and Advanced Lvy Models. John Wiley & Sons, Ltd., 2006.

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35

Rady, Sven. Option pricing with a quadratic diffusion term. London School of Economics, Financial MarketsGroup, 1995.

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36

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

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37

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

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38

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

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39

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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40

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

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41

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

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42

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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43

Option Volatility & Pricing . McGraw Hill, 2014.

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44

Nonlinear Option Pricing. Taylor & Francis Inc, 2013.

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45

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

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46

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

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47

McCormick, Donna, and Jeffrey Owen Katz. Advanced Option Pricing Models. McGraw-Hill, 2005.

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48

Natenberg, Sheldon. Option Volatility and Pricing. McGraw-Hill Education, 2015.

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49

Clark, Iain. Foreign Exchange Option Pricing. Wiley & Sons, Incorporated, John, 2011.

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50

Advanced Option Pricing Models. McGraw-Hill, 2005.

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