Option Pricing Models and Volatility Using Excel-VBA
Written by YU53P on 20:45eBOOK Details
Publisher Wiley
Release Date April 13, 2007
ISBN 0471794643
eBOOK Description
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 free ebook 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 free ebook is filled with methodology and techniques on how to implement option pricing and volatility models in VBA. The free ebook 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 free ebook in their personal library.
Download link
Excel is already a great pedagogical tool for teaching option valuation and risk management. But the VBA routines in this free ebook 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 free ebook is filled with methodology and techniques on how to implement option pricing and volatility models in VBA. The free ebook 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 free ebook in their personal library.
Download link
http://www.mediafire.com/?xh719891skz7oqb
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