Option Pricing Models and Volatility Using Excel-VBA

Business & Finance, Finance & Investing, Finance
Cover of the book Option Pricing Models and Volatility Using Excel-VBA by Fabrice D. Rouah, Gregory Vainberg, Wiley
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Fabrice D. Rouah, Gregory Vainberg ISBN: 9781118429204
Publisher: Wiley Publication: June 15, 2012
Imprint: Wiley Language: English
Author: Fabrice D. Rouah, Gregory Vainberg
ISBN: 9781118429204
Publisher: Wiley
Publication: June 15, 2012
Imprint: Wiley
Language: English

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

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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

More books from Wiley

Cover of the book Investment Banking by Fabrice D. Rouah, Gregory Vainberg
Cover of the book Comprehensive Atlas of High-Resolution Endoscopy and Narrowband Imaging by Fabrice D. Rouah, Gregory Vainberg
Cover of the book Coaching With NLP For Dummies by Fabrice D. Rouah, Gregory Vainberg
Cover of the book The Delphi Technique in Nursing and Health Research by Fabrice D. Rouah, Gregory Vainberg
Cover of the book Multiculturalism by Fabrice D. Rouah, Gregory Vainberg
Cover of the book The Part-Time Trader by Fabrice D. Rouah, Gregory Vainberg
Cover of the book The Handbook of the Neuroscience of Multilingualism by Fabrice D. Rouah, Gregory Vainberg
Cover of the book Search Engine Society by Fabrice D. Rouah, Gregory Vainberg
Cover of the book Lotus Notes 6 For Dummies by Fabrice D. Rouah, Gregory Vainberg
Cover of the book Society 5.0 by Fabrice D. Rouah, Gregory Vainberg
Cover of the book Prescription for Lasting Success by Fabrice D. Rouah, Gregory Vainberg
Cover of the book Applications of Ion Chromatography for Pharmaceutical and Biological Products by Fabrice D. Rouah, Gregory Vainberg
Cover of the book Taming the Bear by Fabrice D. Rouah, Gregory Vainberg
Cover of the book A Companion to the Antebellum Presidents, 1837 - 1861 by Fabrice D. Rouah, Gregory Vainberg
Cover of the book Innovate! by Fabrice D. Rouah, Gregory Vainberg
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy