Option pricing models and volatility using excel-vba
Poser une question au libraire. Option Pricing Models and Volatility Using 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. 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. This is an important book because it is the first book to cover the modern generation of option models, including stochastic volatility and GARCH.
Heston, Assistant Professor of Finance, R. Smith School of Business, University of Maryland. This comprehensive guide offers traders, option pricing models and volatility using excel-vba, 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.
But the VBA routines in this book elevate Excel to an industrial—strength financial engineering option pricing models and volatility using excel-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.
HestonAssistant Professor of Finance, R. Visitez la page d? Please contact me if you are not satisfied with your order in any manner. I always list book by ISBN only and buyer is assured of correct edition, correct author and correct format of book.
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