Option pricing models and volatility using Excel-VBA:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Hoboken, N.J.
John Wiley & Sons
©2007
|
| Schriftenreihe: | Wiley finance series
|
| Schlagworte: | |
| Online-Zugang: | Volltext |
| Beschreibung: | Includes bibliographical references (pages 409-412) and index 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 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 |
| Beschreibung: | 1 Online-Ressource (xi, 441 pages) |
| ISBN: | 9780470125755 0470125756 0471794643 9780471794646 |
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| 500 | |a 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 | ||
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Datensatz im Suchindex
| _version_ | 1804175291036205056 |
|---|---|
| any_adam_object | |
| author | Rouah, Fabrice |
| author_facet | Rouah, Fabrice |
| author_role | aut |
| author_sort | Rouah, Fabrice |
| author_variant | f r fr |
| building | Verbundindex |
| bvnumber | BV042965546 |
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| 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 | Wirtschaftswissenschaften |
| format | Electronic eBook |
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| id | DE-604.BV042965546 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:13:57Z |
| institution | BVB |
| isbn | 9780470125755 0470125756 0471794643 9780471794646 |
| language | English |
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| spelling | Rouah, Fabrice Verfasser aut Option pricing models and volatility using Excel-VBA Fabrice Douglas Rouah, Gregory Vainberg Hoboken, N.J. John Wiley & Sons ©2007 1 Online-Ressource (xi, 441 pages) txt rdacontent c rdamedia cr rdacarrier Wiley finance series Includes bibliographical references (pages 409-412) and index 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 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 Microsoft Excel (Computer file) Microsoft Visual Basic for applications Microsoft Excel Options (Finances) / Prix Investissements de capitaux / Évaluation / Modèles mathématiques Options (Finances) / Modèles mathématiques BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Microsoft Excel (Computer file) fast Microsoft Visual Basic for applications fast Capital investments / Evaluation / Mathematical models fast Options (Finance) / Mathematical models fast Options (Finance) / Prices fast Mathematisches Modell Wirtschaft Options (Finance) Prices Capital investments Evaluation Mathematical models Options (Finance) Mathematical models EXCEL (DE-588)4138932-3 gnd rswk-swf VisualBASIC für Applikationen (DE-588)4341325-0 gnd rswk-swf Mathematisches Modell (DE-588)4114528-8 gnd rswk-swf Optionspreis (DE-588)4115453-8 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 1\p DE-604 Vainberg, Gregory Sonstige oth http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=190552 Aggregator Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Rouah, Fabrice Option pricing models and volatility using Excel-VBA Microsoft Excel (Computer file) Microsoft Visual Basic for applications Microsoft Excel Options (Finances) / Prix Investissements de capitaux / Évaluation / Modèles mathématiques Options (Finances) / Modèles mathématiques BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Microsoft Excel (Computer file) fast Microsoft Visual Basic for applications fast Capital investments / Evaluation / Mathematical models fast Options (Finance) / Mathematical models fast Options (Finance) / Prices fast Mathematisches Modell Wirtschaft Options (Finance) Prices Capital investments Evaluation Mathematical models Options (Finance) Mathematical models EXCEL (DE-588)4138932-3 gnd VisualBASIC für Applikationen (DE-588)4341325-0 gnd Mathematisches Modell (DE-588)4114528-8 gnd Optionspreis (DE-588)4115453-8 gnd |
| subject_GND | (DE-588)4138932-3 (DE-588)4341325-0 (DE-588)4114528-8 (DE-588)4115453-8 |
| 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_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 Microsoft Excel Options (Finances) / Prix Investissements de capitaux / Évaluation / Modèles mathématiques Options (Finances) / Modèles mathématiques BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Microsoft Excel (Computer file) fast Microsoft Visual Basic for applications fast Capital investments / Evaluation / Mathematical models fast Options (Finance) / Mathematical models fast Options (Finance) / Prices fast Mathematisches Modell Wirtschaft Options (Finance) Prices Capital investments Evaluation Mathematical models Options (Finance) Mathematical models EXCEL (DE-588)4138932-3 gnd VisualBASIC für Applikationen (DE-588)4341325-0 gnd Mathematisches Modell (DE-588)4114528-8 gnd Optionspreis (DE-588)4115453-8 gnd |
| topic_facet | Microsoft Excel (Computer file) Microsoft Visual Basic for applications Microsoft Excel Options (Finances) / Prix Investissements de capitaux / Évaluation / Modèles mathématiques Options (Finances) / Modèles mathématiques BUSINESS & ECONOMICS / Investments & Securities / General Capital investments / Evaluation / Mathematical models Options (Finance) / Mathematical models Options (Finance) / Prices Mathematisches Modell Wirtschaft Options (Finance) Prices Capital investments Evaluation Mathematical models Options (Finance) Mathematical models EXCEL VisualBASIC für Applikationen Optionspreis |
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