Description: Option Pricing Models and Volatility Using Excel-vba, Paperback by Rouah, Fabrice Douglas; Vainberg, Greg, ISBN 0471794643, ISBN-13 9780471794646, Like New Used, Free shipping in the US This comprehensive guide offers traders, quants, and students the tools and techniques for using advanced models for pricing options. The accompanying website includes data files, such as options prices, stock prices, or index prices, as well as all of the codes needed to use the option and volatility models described in th. Praise for Option Pricing Models & Volatility Using Excel-VBA "Excel is already a great pedagogical tool for teaching option valuation and risk management. But the VBA routines in this book elevate Excel to an industrial-strength financial engineering toolbox. I have no doubt that it will become hugely successful as a reference for option traders and risk managers." &;Peter Christoffersen, Associate Professor of Finance, Desautels Faculty of Management, McGill University "This book is filled with methodology and techniques on how to implement option pricing and volatility models in VBA. Th takes an in-depth look into how to implement the Heston and Heston and Nandi models and includes an entire chapter on parameter estimation, but this is just the tip of the iceberg. Everyone interested in derivatives should have this book in their personal library." &;Espen Gaarder Haug, option trader, philosopher, and author of Derivatives Models on Models "I am impressed. This is an important book because it is the first book to cover the modern generation of option models, including stochastic volatility and GARCH." &;Steven L. Heston, Assistant Professor of Finance, . Smith School of Business, University of Maryland
Price: 83.58 USD
Location: Jessup, Maryland
End Time: 2025-01-11T03:31:26.000Z
Shipping Cost: 0 USD
Product Images
Item Specifics
Return shipping will be paid by: Buyer
All returns accepted: Returns Accepted
Item must be returned within: 14 Days
Refund will be given as: Money Back
Return policy details:
Book Title: Option Pricing Models and Volatility Using Excel-vba
Number of Pages: 464 Pages
Publication Name: Option Pricing Models and Volatility Using Excel-Vba
Language: English
Publisher: Wiley & Sons, Incorporated, John
Publication Year: 2007
Item Height: 0.9 in
Subject: Programming Languages / Visual Basic, Finance / General, Desktop Applications / Spreadsheets, Investments & Securities / Options, Investments & Securities / General
Type: Textbook
Item Weight: 27.9 Oz
Author: Gregory Vainberg, Fabrice D. Rouah
Item Length: 9.3 in
Subject Area: Computers, Business & Economics
Series: Wiley Finance Ser.
Item Width: 7.5 in
Format: Trade Paperback
