Option pricing models and volatility using Excel-VBA:
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Hoboken, NJ
Wiley
2007
|
| Schriftenreihe: | Wiley finance series
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | XI, 441 S. Ill., graph. Darst. 1 CD-ROM (12 cm) |
| ISBN: | 9780471794646 |
Internformat
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV022446768 | ||
| 003 | DE-604 | ||
| 005 | 20120301 | ||
| 007 | t | ||
| 008 | 070531s2007 ad|| |||| 00||| eng d | ||
| 020 | |a 9780471794646 |c pbk : £ 60.00 |9 978-0-471-79464-6 | ||
| 035 | |a (OCoLC)71800572 | ||
| 035 | |a (DE-599)HBZHT015099471 | ||
| 040 | |a DE-604 |b ger |e rakwb | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-1102 |a DE-945 |a DE-Aug4 |a DE-1049 |a DE-2070s |a DE-355 |a DE-473 | ||
| 050 | 0 | |a HG6024.A3 | |
| 082 | 0 | |a 332.64/53 |2 22 | |
| 084 | |a QK 650 |0 (DE-625)141674: |2 rvk | ||
| 084 | |a QK 660 |0 (DE-625)141676: |2 rvk | ||
| 084 | |a ST 371 |0 (DE-625)143672: |2 rvk | ||
| 100 | 1 | |a Rouah, Fabrice Douglas |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Option pricing models and volatility using Excel-VBA |c Fabrice Douglas Rouah ; Gregory Vainberg |
| 264 | 1 | |a Hoboken, NJ |b Wiley |c 2007 | |
| 300 | |a XI, 441 S. |b Ill., graph. Darst. |e 1 CD-ROM (12 cm) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 490 | 0 | |a Wiley finance series | |
| 630 | 0 | 4 | |a Microsoft Excel (Computer file) |
| 630 | 0 | 4 | |a Microsoft Visual Basic for applications |
| 650 | 4 | |a Investissements de capitaux - Évaluation - Modèles mathématiques | |
| 650 | 4 | |a Options (Finances) - Modèles mathématiques | |
| 650 | 4 | |a Options (Finances) - Prix | |
| 650 | 4 | |a Mathematisches Modell | |
| 650 | 4 | |a Capital investments |x Evaluation |x Mathematical models | |
| 650 | 4 | |a Options (Finance) |x Mathematical models | |
| 650 | 4 | |a Options (Finance) |x Prices | |
| 650 | 0 | 7 | |a Mathematisches Modell |0 (DE-588)4114528-8 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a VisualBASIC für Applikationen |0 (DE-588)4341325-0 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Optionspreis |0 (DE-588)4115453-8 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a EXCEL |0 (DE-588)4138932-3 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Optionspreis |0 (DE-588)4115453-8 |D s |
| 689 | 0 | 1 | |a Mathematisches Modell |0 (DE-588)4114528-8 |D s |
| 689 | 0 | 2 | |a EXCEL |0 (DE-588)4138932-3 |D s |
| 689 | 0 | 3 | |a VisualBASIC für Applikationen |0 (DE-588)4341325-0 |D s |
| 689 | 0 | |5 DE-604 | |
| 700 | 1 | |a Vainberg, Gregory |d 1978- |e Verfasser |0 (DE-588)137369166 |4 aut | |
| 856 | 4 | 2 | |m SWB Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015654718&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-015654718 | ||
Datensatz im Suchindex
| _version_ | 1804136524839649280 |
|---|---|
| adam_text | CONTENTS PREFACE IX CHAPTER 1 MATHEMATICAL PRELIMINARIES 1 CHAPTER 2
NUMERICAL INTEGRATION 39 CHAPTERS TREE-BASED METHODS 70 CHAPTER 4 THE
BLACH-SCHOLES, PRACTITIONER BLACK-SCHOLES, AND GRAM-CHARLIER MODELS 112
CHAPTER 5 THE HESTON (1993) STOCHASTIC VOLATILITY MODEL 136 CHAPTER 6
THE HESTON AND NANDI (2000) GARCH MODEL 163 CHAPTER 7 THE GREEKS 187
CHAPTER 8 EXOTIC OPTIONS 230 CHAPTER 9 PARAMETER ESTIMATION 275 VII YIII
CONTENTS CHAPTER 10 IMPLIED VOLATILITY 304 CHAPTER 11 MODEL-FREE IMPLIED
VOLATILITY 322 CHAPTER 12 MODEL-FREE HIGHER MOMENTS 350 CHAPTER 13
VOLATILITY RETURNS 374 APPENDIX A A VBA PRIMER 404 REFERENCES 409 ABOUT
THE CD-ROM 413 ABOUT THE AUTHORS 417 INDEX 419
|
| adam_txt |
CONTENTS PREFACE IX CHAPTER 1 MATHEMATICAL PRELIMINARIES 1 CHAPTER 2
NUMERICAL INTEGRATION 39 CHAPTERS TREE-BASED METHODS 70 CHAPTER 4 THE
BLACH-SCHOLES, PRACTITIONER BLACK-SCHOLES, AND GRAM-CHARLIER MODELS 112
CHAPTER 5 THE HESTON (1993) STOCHASTIC VOLATILITY MODEL 136 CHAPTER 6
THE HESTON AND NANDI (2000) GARCH MODEL 163 CHAPTER 7 THE GREEKS 187
CHAPTER 8 EXOTIC OPTIONS 230 CHAPTER 9 PARAMETER ESTIMATION 275 VII YIII
CONTENTS CHAPTER 10 IMPLIED VOLATILITY 304 CHAPTER 11 MODEL-FREE IMPLIED
VOLATILITY 322 CHAPTER 12 MODEL-FREE HIGHER MOMENTS 350 CHAPTER 13
VOLATILITY RETURNS 374 APPENDIX A A VBA PRIMER 404 REFERENCES 409 ABOUT
THE CD-ROM 413 ABOUT THE AUTHORS 417 INDEX 419 |
| any_adam_object | 1 |
| any_adam_object_boolean | 1 |
| author | Rouah, Fabrice Douglas Vainberg, Gregory 1978- |
| author_GND | (DE-588)137369166 |
| author_facet | Rouah, Fabrice Douglas Vainberg, Gregory 1978- |
| author_role | aut aut |
| author_sort | Rouah, Fabrice Douglas |
| author_variant | f d r fd fdr g v gv |
| building | Verbundindex |
| bvnumber | BV022446768 |
| callnumber-first | H - Social Science |
| callnumber-label | HG6024 |
| callnumber-raw | HG6024.A3 |
| callnumber-search | HG6024.A3 |
| callnumber-sort | HG 46024 A3 |
| callnumber-subject | HG - Finance |
| classification_rvk | QK 650 QK 660 ST 371 |
| ctrlnum | (OCoLC)71800572 (DE-599)HBZHT015099471 |
| dewey-full | 332.64/53 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.64/53 |
| dewey-search | 332.64/53 |
| dewey-sort | 3332.64 253 |
| dewey-tens | 330 - Economics |
| discipline | Informatik Wirtschaftswissenschaften |
| discipline_str_mv | Informatik Wirtschaftswissenschaften |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02412nam a2200565 c 4500</leader><controlfield tag="001">BV022446768</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20120301 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">070531s2007 ad|| |||| 00||| eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9780471794646</subfield><subfield code="c">pbk : £ 60.00</subfield><subfield code="9">978-0-471-79464-6</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)71800572</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)HBZHT015099471</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rakwb</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-1102</subfield><subfield code="a">DE-945</subfield><subfield code="a">DE-Aug4</subfield><subfield code="a">DE-1049</subfield><subfield code="a">DE-2070s</subfield><subfield code="a">DE-355</subfield><subfield code="a">DE-473</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HG6024.A3</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.64/53</subfield><subfield code="2">22</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 650</subfield><subfield code="0">(DE-625)141674:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QK 660</subfield><subfield code="0">(DE-625)141676:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">ST 371</subfield><subfield code="0">(DE-625)143672:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Rouah, Fabrice Douglas</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Option pricing models and volatility using Excel-VBA</subfield><subfield code="c">Fabrice Douglas Rouah ; Gregory Vainberg</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Hoboken, NJ</subfield><subfield code="b">Wiley</subfield><subfield code="c">2007</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">XI, 441 S.</subfield><subfield code="b">Ill., graph. Darst.</subfield><subfield code="e">1 CD-ROM (12 cm)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Wiley finance series</subfield></datafield><datafield tag="630" ind1="0" ind2="4"><subfield code="a">Microsoft Excel (Computer file)</subfield></datafield><datafield tag="630" ind1="0" ind2="4"><subfield code="a">Microsoft Visual Basic for applications</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Investissements de capitaux - Évaluation - Modèles mathématiques</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Options (Finances) - Modèles mathématiques</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Options (Finances) - Prix</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematisches Modell</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Capital investments</subfield><subfield code="x">Evaluation</subfield><subfield code="x">Mathematical models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Options (Finance)</subfield><subfield code="x">Mathematical models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Options (Finance)</subfield><subfield code="x">Prices</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Mathematisches Modell</subfield><subfield code="0">(DE-588)4114528-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">VisualBASIC für Applikationen</subfield><subfield code="0">(DE-588)4341325-0</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Optionspreis</subfield><subfield code="0">(DE-588)4115453-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">EXCEL</subfield><subfield code="0">(DE-588)4138932-3</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Optionspreis</subfield><subfield code="0">(DE-588)4115453-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Mathematisches Modell</subfield><subfield code="0">(DE-588)4114528-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">EXCEL</subfield><subfield code="0">(DE-588)4138932-3</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="3"><subfield code="a">VisualBASIC für Applikationen</subfield><subfield code="0">(DE-588)4341325-0</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="5">DE-604</subfield></datafield><datafield tag="700" ind1="1" ind2=" "><subfield code="a">Vainberg, Gregory</subfield><subfield code="d">1978-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)137369166</subfield><subfield code="4">aut</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">SWB Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015654718&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-015654718</subfield></datafield></record></collection> |
| id | DE-604.BV022446768 |
| illustrated | Illustrated |
| index_date | 2024-07-02T17:34:48Z |
| indexdate | 2024-07-09T20:57:47Z |
| institution | BVB |
| isbn | 9780471794646 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-015654718 |
| oclc_num | 71800572 |
| open_access_boolean | |
| owner | DE-1102 DE-945 DE-Aug4 DE-1049 DE-2070s DE-355 DE-BY-UBR DE-473 DE-BY-UBG |
| owner_facet | DE-1102 DE-945 DE-Aug4 DE-1049 DE-2070s DE-355 DE-BY-UBR DE-473 DE-BY-UBG |
| physical | XI, 441 S. Ill., graph. Darst. 1 CD-ROM (12 cm) |
| publishDate | 2007 |
| publishDateSearch | 2007 |
| publishDateSort | 2007 |
| publisher | Wiley |
| record_format | marc |
| series2 | Wiley finance series |
| spelling | Rouah, Fabrice Douglas Verfasser aut Option pricing models and volatility using Excel-VBA Fabrice Douglas Rouah ; Gregory Vainberg Hoboken, NJ Wiley 2007 XI, 441 S. Ill., graph. Darst. 1 CD-ROM (12 cm) txt rdacontent n rdamedia nc rdacarrier Wiley finance series Microsoft Excel (Computer file) Microsoft Visual Basic for applications Investissements de capitaux - Évaluation - Modèles mathématiques Options (Finances) - Modèles mathématiques Options (Finances) - Prix Mathematisches Modell Capital investments Evaluation Mathematical models Options (Finance) Mathematical models Options (Finance) Prices Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf VisualBASIC für Applikationen (DE-588)4341325-0 gnd rswk-swf Optionspreis (DE-588)4115453-8 gnd rswk-swf EXCEL (DE-588)4138932-3 gnd rswk-swf Optionspreis (DE-588)4115453-8 s Mathematisches Modell (DE-588)4114528-8 s EXCEL (DE-588)4138932-3 s VisualBASIC für Applikationen (DE-588)4341325-0 s DE-604 Vainberg, Gregory 1978- Verfasser (DE-588)137369166 aut SWB Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015654718&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Rouah, Fabrice Douglas Vainberg, Gregory 1978- Option pricing models and volatility using Excel-VBA Microsoft Excel (Computer file) Microsoft Visual Basic for applications Investissements de capitaux - Évaluation - Modèles mathématiques Options (Finances) - Modèles mathématiques Options (Finances) - Prix Mathematisches Modell Capital investments Evaluation Mathematical models Options (Finance) Mathematical models Options (Finance) Prices Mathematisches Modell (DE-588)4114528-8 gnd VisualBASIC für Applikationen (DE-588)4341325-0 gnd Optionspreis (DE-588)4115453-8 gnd EXCEL (DE-588)4138932-3 gnd |
| subject_GND | (DE-588)4114528-8 (DE-588)4341325-0 (DE-588)4115453-8 (DE-588)4138932-3 |
| title | Option pricing models and volatility using Excel-VBA |
| title_auth | Option pricing models and volatility using Excel-VBA |
| title_exact_search | Option pricing models and volatility using Excel-VBA |
| title_exact_search_txtP | Option pricing models and volatility using Excel-VBA |
| title_full | Option pricing models and volatility using Excel-VBA Fabrice Douglas Rouah ; Gregory Vainberg |
| title_fullStr | Option pricing models and volatility using Excel-VBA Fabrice Douglas Rouah ; Gregory Vainberg |
| title_full_unstemmed | Option pricing models and volatility using Excel-VBA Fabrice Douglas Rouah ; Gregory Vainberg |
| title_short | Option pricing models and volatility using Excel-VBA |
| title_sort | option pricing models and volatility using excel vba |
| topic | Microsoft Excel (Computer file) Microsoft Visual Basic for applications Investissements de capitaux - Évaluation - Modèles mathématiques Options (Finances) - Modèles mathématiques Options (Finances) - Prix Mathematisches Modell Capital investments Evaluation Mathematical models Options (Finance) Mathematical models Options (Finance) Prices Mathematisches Modell (DE-588)4114528-8 gnd VisualBASIC für Applikationen (DE-588)4341325-0 gnd Optionspreis (DE-588)4115453-8 gnd EXCEL (DE-588)4138932-3 gnd |
| topic_facet | Microsoft Excel (Computer file) Microsoft Visual Basic for applications Investissements de capitaux - Évaluation - Modèles mathématiques Options (Finances) - Modèles mathématiques Options (Finances) - Prix Mathematisches Modell Capital investments Evaluation Mathematical models Options (Finance) Mathematical models Options (Finance) Prices VisualBASIC für Applikationen Optionspreis EXCEL |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=015654718&sequence=000001&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT rouahfabricedouglas optionpricingmodelsandvolatilityusingexcelvba AT vainberggregory optionpricingmodelsandvolatilityusingexcelvba |