Home    Business    Database    Graphic Design    Hardware    Internet    Microsoft    Web Development    Programming    Engineering    Magazine    Personality
Home>Business>Business & Investing>
Option Pricing Models and Volatility Using Excel-VBA
Author: , Date: 2008-01-10, View: ,



Publisher: Wiley
Language: english
ISBN: 0471794643
Paperback: 441 pages
Data: April 13, 2007
Format: PDF
Description: 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

Download link:

http://ebook.icefile.org/index.php?page=main&id=694431311&name=0471794643.rar

Ebooks related to "Option Pricing Models and Volatility Using Excel-VBA" :
Executive's Guide to the Wireless Workforce
Cashing in on Wall Street's 10 Greatest Myths
Be the Boss Your Employees Deserve
The 26-Hour Day: How to Gain at Least 2 Hours a Day with Time Control
Universal and Accessible Design for Products, Services, and Processes
The "Have-More" Plan
Information Markets: A New Way of Making Decisions
The Graphic Designer's and Illustrator's Guide to Marketing and Self-Promoti
Planning for a New Century: The Regional Agenda
1001 Best Things Ever Said about Work (and the Workplace)
Copyright Disclaimer:
This site does not store any files on its server. We only index and link to content provided by other sites. Please contact the content providers to delete copyright contents if any and email us, we'll remove relevant links or contents immediately. email: chenjian21@gmail.com