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 Modeling Human–System Interaction by Fabrice D. Rouah, Gregory Vainberg
Cover of the book Bags of Energy Now: 30 Minute Reads by Fabrice D. Rouah, Gregory Vainberg
Cover of the book A First Course in Probability and Markov Chains by Fabrice D. Rouah, Gregory Vainberg
Cover of the book Electronics Projects For Dummies by Fabrice D. Rouah, Gregory Vainberg
Cover of the book Analysis für Dummies by Fabrice D. Rouah, Gregory Vainberg
Cover of the book Energy Markets by Fabrice D. Rouah, Gregory Vainberg
Cover of the book Building Better Boards by Fabrice D. Rouah, Gregory Vainberg
Cover of the book Solar Cell Materials by Fabrice D. Rouah, Gregory Vainberg
Cover of the book The Trader's Great Gold Rush by Fabrice D. Rouah, Gregory Vainberg
Cover of the book The Parenting Skills Treatment Planner, with DSM-5 Updates by Fabrice D. Rouah, Gregory Vainberg
Cover of the book Nanomaterials and Nanocomposites by Fabrice D. Rouah, Gregory Vainberg
Cover of the book Kunden managen mit Carnegie, Gates, Buffett & Co. by Fabrice D. Rouah, Gregory Vainberg
Cover of the book The Circle Blueprint by Fabrice D. Rouah, Gregory Vainberg
Cover of the book Bovine Surgery and Lameness by Fabrice D. Rouah, Gregory Vainberg
Cover of the book Graphs Theory and Applications 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