Rating: 
Summary: Eventually a book with all key option formulas
Review: Looking for a book with all key option formulas? Familiar with Exel Visual Basic? That's the book for you! Including the Implied Trinomial Tree.
Rating:
Summary: Transparent and ready-to-use derivatives applications.
Review: One of the very few books that bridge the gap between the very basic and the inaccessible PhD-like options literature. Visual Basic codes included provide an excellent jump-start to the implementation of options trading and risk management applications. The highest "quality content-to-price" ratio options book I've seen.
Rating:
Summary: I would like to give 5+ stars to every future editions!
Review: So far there's no any reference book on option pricing formulas can beat this one. The book has tons of authentic option formulas with detailed bibliographic citations, real examples with numerical inputs, and "beautiful" Excel VBA code without error. However, there is a single major flaw: the CND! The author used it everywhere in VBA code when the cumulative normal distribution function is needed and referred it to an approximation formula and a table in the Appendix. A few year ago, it might be the only convenient way to make the job done. However, in Excel 2000 we have a built-in function NORMSDIST() to accomplish the task. The book was published in 1998. It's the time to update it now. When the new edition comes, I will go to buy it immediately - assuming the CND is replaced. To publisher: keep your good quality of proof-reading and reasonable price. I will give this book 5+ stars forever!
Rating:
Summary: Excellent book. No frivilous crap. Cuts to the chase.
Review: The book provides a great survey of the most popular and well know pricing models and methods. Cover-to-cover formulas and is accompanied by a couple of pretty neat programs written in Excel. Buy the book. It's worth it.
Rating: 
Summary: Almost All Options Covered
Review: This book addresses most of the issues in pricing options. It doesn't cover features which have a real affect on value, however. Legal, language, cheapest-to-deliver, and documentation issues which affect pricing for credit derivatives aren't factored into the analysis, and these options are a huge and growing part of the derivatives market.There is a new book coming out by Schonberg on credit derivative modeling. For more complete coverage of those issues, I highly recommend Tavakoli's book which gives practical examples to illustrate the meaning behind the models. It's called "Credit Derivatives and Synthetic Structures".
Rating:
Summary: Your one stop source for option pricing!
Review: This book has most of the option pricing formulas you'll ever need. The VB code would cost you 1000's of $ if you should buy it from a financial software vendor or consulting firm. A must-have for quants everywhere.
Rating:
Summary: The bible in option pricing
Review: This book is a genious in the making. I myself have lots of notes on option formulas, however, this book represents what I've wanted to put together for a long time now. These formulas are also the closest I've seen to how the street actually prices options. ============================== Please don't post this section: ============================== Amazon - how can I get in touch with the author? I have written all these pricing formulas in Javascript, I need to know if this is ok.. Pls help
Rating:
Summary: Extremly useful
Review: This book is extremly usefull and I would recommend it to everyone involded in quickly implementing new and complex derivatives securities. Some pricing formulas such as the three dimensional binomial trees are very refreshing tools to price all kinds of two asset options. The disk provided is simple of use, the financial notation is rigourous, the code is very accessible, and remarkably empty or programming errors ! It is very easy to customize the source code to price and analyse on a spreadsheet, all sorts of proprietary derivative securities.
Rating:
Summary: A gem of a book!
Review: This book is great for those who want a no nonsense guide to various option pricing formulae. What makes this book worthy of ten stars is that it provides VBA codes implementing virtually all of the formulae presented in the book. This is a great book for anyone interested in learning how option and derivative pricing works. The difference between loving a book like this -- as opposed to NOT really being interested in a book like this because one is scared of a little math -- is like the difference between knowing how to engineer, design, and build a fine sports car -- as opposed to knowing how to steer an old clunker. So if you are REALLY interested in options and aren't afraid of a little math and a little programming, then this book is a must buy!
Rating: 
Summary: For Calculus Buffs
Review: This book is heavy into calculus and light on the practical application of the many equations. This book is more for the person interested in math and theory. I could not use any of the information for practical decision making.
| 
