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

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

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

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

New Tools to Solve Your Option Pricing ProblemsFor nonlinear PDEs encountered in quantitative finance, advanced probabilistic methods are needed to address dime