rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Option pricing models and volatility using Excel-VBA
  name:
    name part: Rouah, Fabrice
    name part: 1964-
    role:
      role term: creator
  name:
    name part: Vainberg, Gregory
    name part: 1978-
  type of resource: text
  genre: bibliography
  genre: Electronic books.
  origin info:
    place:
      place term: nju
    place:
      place term: Hoboken, N.J
    publisher: John Wiley & Sons
    date issued: ©2007
    date issued: 2007
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: remote
    extent: 1 online resource (xi, 441 pages) : illustrations
  abstract: 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.
  table of contents: Mathematical preliminaries -- Numerical integration -- Tree-based methods -- The Black-Scholes, practitioner Black-Scholes, and Gram-Charlier models -- The Heston (1993) stochastic volatility model -- The Heston and Nandi (2000) GARCH model -- The Greeks -- Exotic options -- Parameter estimation -- Implied volatility -- Model-free implied volatility -- Model-free higher moments -- Volatility returns.
  note: Fabrice Douglas Rouah, Gregory Vainberg.
  note: Includes bibliographical references (pages 409-412) and index.
  note: English.
  subject:
    title info:
      title: Microsoft Excel (Computer file)
  subject:
    title info:
      title: Microsoft Visual Basic for applications
  subject:
    topic: Options (Finance)
    topic: Prices
  subject:
    topic: Capital investments
    topic: Evaluation
    topic: Mathematical models
  subject:
    topic: Options (Finance)
    topic: Mathematical models
  classification: HG6024.A3 R678 2007eb
  classification: 332.64/53
  related item:
    title info:
      title: Option pricing models and volatility using Excel-VBA
    name:
      name part: Rouah, Fabrice, 1964-
    origin info:
      publisher: Hoboken, N.J. : John Wiley & Sons, ©2007
    identifier: (DLC) 2006031250
  identifier: 9781119202097
  identifier: 1119202094
  identifier: 9780470125755
  identifier: 0470125756
  identifier: 1118429206
  identifier: 9781118429204
  identifier: 1280827130
  identifier: 9781280827136
  identifier: 9786610827138
  identifier: 6610827133
  identifier: 0471794643
  identifier: 9780471794646
  identifier: C0ED50DD-5622-4C8C-AE98-B3F45737A798 OverDrive, Inc.
  identifier: http://proxy.library.tamu.edu/login
  record info:
    record content source: NhCcYBP
    record creation date: 090127
    record change date: 20260214210747.0
    record identifier: in00004684565
    language of cataloging:
      language term: eng