Option pricing models and volatility using Excel-VBA:
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Hoboken, NJ
Wiley
2007
|
| Series: | Wiley finance series
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | XI, 441 S. Ill., graph. Darst. 1 CD-ROM (12 cm) |
| ISBN: | 9780471794646 |
Staff View
MARC
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Record in the Search Index
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| 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 |
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| discipline_str_mv | Informatik Wirtschaftswissenschaften |
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| 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 |
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