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The Complete Guide to Option Pricing Formulas
by Espen Gaarder Haug
from McGraw-Hill
Customer Reviews:
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Avg. Customer Rating: 4.0 / 5.0 
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Very nice book
This is a great reference book to have, spanning a wide spectrum of topics.
It begins covering anaylitical solutions for a variety of common equity/FX/commodities options (the 'lognormal' family) to then move into numerical methods (namely trees, including implied, and montecarlo). It also covers some fixed income products as well as useful miscellanea such as various formulas for interpolation, volatility estimation and derivations of BlackScholes greeks if one's chainrule is rusty.
What I... more info
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The Ultimate Book on Option Prices
In this book the author, Haug, shares with us his lifetime collection of option formulae.
The book can be used as a reference book or read from cover to cover. I read the book from cover to cover. The commentary is excellent. I have to confess that I didn't understand all the information in the book because I'm only a novice and I think some parts of the book were really intended for " financial engineers ". Even though I was a little bit out of my depth I was still able to understand the authors... more info
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Every desk should have a copy: by a practitioner for practitioners 
If you want to cook, buy the paperback edition of "The Joy of Cooking" (JoC) and low and behold, your cooking will improve. JoC is a recipe book, but as you work through it you learn principals for cooking that are widely applicable.
If you want to be in quantfin you need to buy The Complete Book of Option Pricing Formulas: it is the "Joy of Cooking" for options. As you work through the collection, the formulas, and look at the code (on a wonderful CDROM) low and behold you'll get better at all... more info
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Excellent Book
A very exhaustive list of the formula for the most used option.
A must for all Option trader. The codes are very helpfull also.
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