This text and CD-ROM tutorial provides traders with an accessible, interactive approach to understanding and using the Black-Scholes approach to options pricing

Provides a thorough discussion of volatility, the most important aspect of options trading. Shows how to identify mispriced options and to construct volatility

This comprehensive guide offers traders, quants, and students the tools and techniques for using advanced models for pricing options. The accompanying website i

A practical guide to the math behind options and how that knowledge can improve your trading performance No book on options can guarantee success, but if a trad

Accompanying CD-ROM contains ... "all pricing formulas, with VBA code and ready-to-use Excel spreadsheets and 3D charts for Greeks (or Option Sensitivities)."--