Option Pricing Models and Volatility Using Excel-VBA

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August 21, 2020 | History

Option Pricing Models and Volatility Using Excel-VBA

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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. The book 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, nd auth...

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English

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Cover of: Option Pricing Models and Volatility Using Excel-VBA
Option Pricing Models and Volatility Using Excel-VBA
2007, John Wiley & Sons, Ltd.
eBook in English

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Edition Notes

Published in
New York

Classifications

Library of Congress
HG6024.A3R678 2007

The Physical Object

Format
eBook

ID Numbers

Open Library
OL24317700M
Internet Archive
optionpricingmod00roua
ISBN 13
9780470125755
OverDrive
C0ED50DD-5622-4C8C-AE98-B3F45737A798

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Download catalog record: RDF / JSON
August 21, 2020 Edited by ImportBot import existing book
July 22, 2019 Edited by MARC Bot remove fake subjects
July 1, 2010 Created by ImportBot new OverDrive book