### Re: New 2nd Edition - The Complete Guide to Option Pricing Formulas + CD-ROM by Espen Gaarder Haug

Posted:

**March 3rd, 2017, 9:12 pm**Never mind, fixed it; in phi() multiply by factor T.

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Posted: **March 3rd, 2017, 9:12 pm**

Never mind, fixed it; in phi() multiply by factor T.

Posted: **January 12th, 2018, 8:01 pm**

The new and the old side by side! Quite big difference I must say (size matters) !

Posted: **January 12th, 2018, 8:05 pm**

The one on the right looks newer? What's the difference? Did you switch to thin carbon nanotube paper?

Posted: **January 12th, 2018, 8:18 pm**

yes no new formulas, just thiner paper to make the book more Green! Also uses less energy to get transported. (yes the new one to the right, possibly it will age faster due to lower mass?)The one on the right looks newer? What's the difference? Did you switch to thin carbon nanotube paper?

The second edition blue version to the left!

The second edition Green version to the right!

Your choice blue or green!

Posted: **January 12th, 2018, 8:28 pm**

Well I already have the blue one, and the first edition too,.. so I'll go for green!

Posted: **January 13th, 2018, 9:20 am**

Haven't you even added few lines to explain millennials what is a CD-rom for?

Posted: **January 13th, 2018, 1:18 pm**

I was thinking about it, but then figured out it would likely be of little use!Haven't you even added few lines to explain millennials what is a CD-rom for?

Footnote: ( "Scandinavian data suggest that there has been an IQ decline in some advanced nations and that it began about 1995" )

Posted: **January 13th, 2018, 2:27 pm**

Mine is a signed collector's item.

Is it a*reprint* ?

Is it a

Posted: **January 13th, 2018, 2:34 pm**

Wait - if it’s Collector’s item you should give it back to him!Mine is a signed collector's item.

Is it areprint?

Posted: **January 13th, 2018, 2:47 pm**

Yes it looks like a Green reprint. (= lower cost and higher margins Actually I have no idea what they cut the thickness with 1/3. Likely pressures on margins in traditional books. The Millennium generation often prefer very short electron books on FB or snap chat.Mine is a signed collector's item.

Is it areprint?

Posted: **January 14th, 2018, 12:44 pm**

"Several psychological studies have shown that people who are simultaneously challenged by a demanding cognitive task and by a temptation are more likely to yield to the temptation." Thinking fast and slow..I was thinking about it, but then figured out it would likely be of little use!Haven't you even added few lines to explain millennials what is a CD-rom for?

Footnote: ( "Scandinavian data suggest that there has been an IQ decline in some advanced nations and that it began about 1995" )

Attention span is drastically reduced by procedural spot thinking (e.g. playing computer games). Unable to think in abstractions w/o concrete examples, e.g. Project Math, bah!

Posted: **May 25th, 2018, 10:19 am**

Regarding {closed, numeric, probability} Greeks in the book, It might be interesting to look at the *Complex Step Method *to compute greeks. No need to work out complex maths nor ill-posed FDM causing catastrophic cancellation.

Basically you complexify the (relevant) arguments and just apply Squire and Trapp.

http://mdolab.engin.umich.edu/sites/def ... 003CSD.pdf

BTW Use the Faddeeva function to compute N(z) for complex z,

Basically you complexify the (relevant) arguments and just apply Squire and Trapp.

http://mdolab.engin.umich.edu/sites/def ... 003CSD.pdf

BTW Use the Faddeeva function to compute N(z) for complex z,

Posted: **May 27th, 2018, 4:49 pm**

Cauchy again. Thx!Regarding {closed, numeric, probability} Greeks in the book, It might be interesting to look at theComplex Step Methodto compute greeks. No need to work out complex maths nor ill-posed FDM causing catastrophic cancellation.

Basically you complexify the (relevant) arguments and just apply Squire and Trapp.

http://mdolab.engin.umich.edu/sites/def ... 003CSD.pdf

BTW Use the Faddeeva function to compute N(z) for complex z,

Posted: **June 1st, 2018, 7:53 am**

We can't blame Cauchy for everything! Although without him ..

https://blogs.mathworks.com/cleve/2013/ ... entiation/

It's a piece of cake.

https://blogs.mathworks.com/cleve/2013/ ... entiation/

It's a piece of cake.

Posted: **June 2nd, 2018, 8:55 pm**

but for time derivatives, we know time moves in one direction and we know the velocity of time, and there are no jumps in time, would not one-sided fiat difference therefore be better still, and even better than the analytical derivative also. After all we are living in the river of time, and time runs in one directionWe can't blame Cauchy for everything! Although without him ..

https://blogs.mathworks.com/cleve/2013/ ... entiation/

It's a piece of cake.