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...
| Main Author: | |
|---|---|
| Other Authors: | |
| Format: | eBook |
| Language: | English |
| Language Notes: | English. |
| Published: |
Hoboken, N.J. :
John Wiley & Sons,
©2007.
|
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
| Summary: | 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. |
|---|---|
| Physical Description: | 1 online resource (xi, 441 pages) : illustrations |
| Bibliography: | Includes bibliographical references (pages 409-412) and index. |
| ISBN: | 9781119202097 1119202094 9780470125755 0470125756 1118429206 9781118429204 1280827130 9781280827136 9786610827138 6610827133 |