This is an excellent compilation and directly deals with implementation of most of the models and methods discussed herein. Read morePublished 15 months ago by HNK
Excellent, i recommend it. Excellent examples.
Good demonstration of the formulae, without falling into excessive theorem demonstrations
The CD has a complete set of... Read more
I would have liked it if the floppy disc would have worked but its way over my head, I would have liked to to be better at the explanationsPublished on March 3, 2013 by Sydbear
I did not see any VBA code in the cd. I want to return the book. Hope you guys lucky!Published on June 8, 2012 by Zhi Luo
Although there are many typos in the book, it still is an excellent reference if you need to review an option quickly. Read morePublished on January 18, 2011 by Antonie Kotze (PhD)
This is the most comprehensive (and unique!) encyclopedia of options pricing formulas and methods. The content deserves 5 stars.
Errors though are abundant and recurring. Read more
his is not my ordinary book review. These are good books that will only appeal to a small fraction of my readers, because few will have need for the knowledge. Read morePublished on January 23, 2010 by David Merkel
I have been implementing various options calculators in many programming languages on several operating systems for over 25 years. Read morePublished on January 10, 2010 by Andrew Katz
This could be the best book you could find for existing closed form option pricing formulas, if you are not concerned with their derivations. Read morePublished on May 2, 2009 by R. Yu