Option Pricing Models and Volatility Using Excel-Vba download free [PDF and Ebook] by Fabrice Douglas Rouah

Option Pricing Models and Volatility Using Excel-Vba download free [PDF and Ebook] by Fabrice Douglas Rouah year 2007
  • Book name: Option Pricing Models and Volatility Using Excel-Vba
  • Author: Fabrice Douglas Rouah
  • Release date: 2007/8/7
  • Publisher: JOHN WILEY & SONS INC
  • Language: English
  • Genre or Collection: Computing
  • ISBN: 9780471794646
  • Rating: 7.28 of 10
  • Votes: 891
  • Review by: Coraline Middleton
  • Review rating: 8.67 of 10
  • Review Date: 2018/10/20
  • Total pages: 442
  • Includes a PDF summary of 48 pages
  • Description or summary of 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, 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
  • Estimated reading time (average reader): 25H39M37S
  • Other categories, genre or collection: Investment & Securities, Spreadsheet Software, Finance
  • Available formats: PDF, HTM, WORD, BMP, DOC, TXT, FB2, EPUB. Compressed in CPIO, IMG, ZIP, RAR, RPM, GZ, LZO
  • Download servers: Hotfile, FileServe, Google Drive, Microsoft OneDrive, FreakShare, Uploaded, ownCloud, RARBG
  • Format: Paperback
  • Approximate value: 118.81 USD
  • Dimensions: 191x233x23mm
  • Weight: 882g
  • Printed by: Not Available
  • Published in: New York, United States

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