Option Pricing Models and Volatility Using Excel-VBA (Wiley Finance) pdf epub mobi txt 電子書下載 2024

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Fabrice Douglas Rouah

Wiley

2007-04-13

441

USD 95.00

Paperback

9780471794646

圖書標籤: 投資金融 VBA Quantitative-Finace office [pdf] Wiley Quant

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发表于2024-12-29

Option Pricing Models and Volatility Using Excel-VBA (Wiley Finance) epub 下載 mobi 下載 pdf 下載 txt 電子書下載 2024

Option Pricing Models and Volatility Using Excel-VBA (Wiley Finance) pdf epub mobi txt 電子書下載 2024

圖書描述

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

Option Pricing Models and Volatility Using Excel-VBA (Wiley Finance) 下載 mobi epub pdf txt 電子書