Option pricing models and volatility using Excel-VBA:
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Bibliographic Details
Main Author: Rouah, Fabrice (Author)
Format: Electronic eBook
Language:English
Published: Hoboken, N.J. John Wiley & Sons © 2007
Series:Wiley finance
Subjects:
Online Access:FRO01
UBG01
UPA01
Volltext
Item Description:Includes bibliographical references (pages 409-412) and index
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
Physical Description:1 Online-Ressource (xi, 441 pages)
ISBN:9781119202097
1119202094
9780470125755
0470125756
0471794643
9780471794646

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