This book offers a detailed picture of how options, futures, and derivatives behave in the market and explains how to build corresponding financial models with real-world applications. It uses a binomial approach that allows readers to build and manipulate the models on a spreadsheet. Based on the progressive complexity of the financial securities, the flow of logic omits continuous time mathematics and stochastic differential equations.LFinancial Modeling for Options, Futures and Derivatives consists of three parts: fundamental concepts of options, taxonomy of options, and advanced topics. The first part highlights the foundations of option theory-basic behavior, modeling methodology, and assumptions of the model. The second part describes the most important and prevalent types of options. The third part discusses the issues surrounding option model implementation and recent research into applications of option theory. A companion website contains downloadable ExcelRG files of all the financial models relevant to options, futures, and derivatives.
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Book Description
Editorial Reviews
About the Author
Sang Bin Lee is a Professor of Finance, Hanyang University.
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