Items related to Option Pricing Models and Volatility Using Excel-VBA:...
Synopsis
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 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, R.H. Smith School of Business, University of Maryland
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Product Description
Paperback. Pages Number: 441 Language: . Publisher: JOHN WILEY & SONS INC (200741).
Book Description
This does not come with CD.
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- PublisherWiley
- Publication date2007
- ISBN 10 0471794643
- ISBN 13 9780471794646
- BindingPaperback
- LanguageEnglish
- Edition number1
- Number of pages456
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Option Pricing Models and Volatility Using Excel-VBA: 361 (Wiley Finance)
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Option Pricing Models and Volatility Using Excel-VBA (Paperback)
Published by
John Wiley & Sons Inc, New York, 2007
ISBN 10: 0471794643
ISBN 13: 9780471794646
New
Paperback
First Edition
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Paperback. Condition: new. Paperback. 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 the book. 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, 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, R.H. Smith School of Business, University of Maryland Practitioners are aware that more advanced models are far better suited at pricing options, but they are intimidated by the mathematics of these models, and discouraged at having to write lengthy code to implement them. This book will provide them with the tools and understanding of how to implement these models. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. Seller Inventory # 9780471794646
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Option Pricing Models and Volatility Using Excel-VBA
Published by
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ISBN 10: 0471794643
ISBN 13: 9780471794646
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