Option pricing models and volatility using Excel-VBA / Fabrice Douglas Rouah, Gregory Vainberg

Author : Rouah, Fabrice
Rating :
Option pricing models and volatility using Excel-V...

This book is filled with methodology and techniques on how to implement option pricing and volatility models in VBA. The book 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 book in their personal library

Publisher : Hoboken N.J. : John Wiley & Sons
Publish Year : 2007
Page : xi, 441 p
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