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Option pricing models and volatility using Excel-VBA /

A practical guide to implementing advanced option pricing models and stochastic volatility using Excel/VBA. This book offers practitioners the tools and techniques needed to use advanced models for pricing options and obtaining volatility. Divided into three comprehensive parts, Option Pricing Model...

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Основен автор: Rouah, Fabrice, 1964-
Други автори: Vainberg, Gregory, 1978-
Формат: Електронна книга
Език: English
Публикувано: Hoboken, N.J. : John Wiley & Sons, ℗♭2007.
Серия: Wiley finance series.
Предмети:
Microsoft Excel (Computer file)
Microsoft Visual Basic for applications.
Microsoft Excel.
Options (Finance) > Prices.
Capital investments > Evaluation > Mathematical models.
Options (Finance) > Mathematical models.
Options (Finances) > Prix.
Investissements de capitaux > Evaluation > Mode€les mathematiques.
Options (Finances) > Mode€les mathematiques.
BUSINESS & ECONOMICS > Investments & Securities > General.
Electronic books.
Онлайн достъп: http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=190552
Подобни документи: Print version:: Option pricing models and volatility using Excel-VBA.
Резюме: A practical guide to implementing advanced option pricing models and stochastic volatility using Excel/VBA. This book offers practitioners the tools and techniques needed to use advanced models for pricing options and obtaining volatility. Divided into three comprehensive parts, Option Pricing Models and Volatility Using Excel/VBA describes cutting-edge option pricing formulas and stochastic volatility models.
Физически характеристики: 1 online resource (xi, 441 pages) : illustrations.
Библиография: Includes bibliographical references (pages 409-412) and index.
ISBN: 9781119202097
1119202094
9780470125755
0470125756

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