Option Pricing Models and Volatility Using Excel-VBA
Blowout Sale! Free Shipping Included! Save 60% on the Option Pricing Models and Volatility Using Excel-VBA by Fabrice Douglas Rouah at HYIP Offer. Hurry! Limited time offer. Offer valid only while supplies last. This comprehensive guide offers traders, quants, and studentsthe tools and techniques for using advanced models for pricingoptions. The accompanying
This comprehensive guide offers traders, quants, and studentsthe tools and techniques for using advanced models for pricingoptions. The accompanying website includes data files, such asoptions prices, stock prices, or index prices, as well as all ofthe codes needed to use the option and volatility models describedin the book.Praise for Option Pricing Models & Volatility UsingExcel-VBA
"Excel is already a great pedagogical tool for teaching optionvaluation and risk management. But the VBA routines in this bookelevate Excel to an industrial-strength financial engineeringtoolbox. I have no doubt that it will become hugely successful as areference 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 toimplement option pricing and volatility models in VBA. The booktakes an in-depth look into how to implement the Heston and Hestonand Nandi models and includes an entire chapter on parameterestimation, but this is just the tip of the iceberg. Everyoneinterested in derivatives should have this book in their personallibrary."
—Espen Gaarder Haug, option trader, philosopher, andauthor of Derivatives Models on Models
"I am impressed. This is an important book because it is thefirst 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
|Brand:||Fabrice Douglas Rouah|
|Item Weight:||1.71 pounds|
|Item Size:||0.94 x 9.27 x 9.27 inches|
|Package Weight:||1.7 pounds|
|Package Size:||7.5 x 1 x 1 inches|
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