$94.34
  • + $11.33 Delivery
In stock.
Ships from and sold by Amazon US.
Option+Pricing+Models+and... has been added to your Cart
Other Sellers on Amazon
Add to Cart
$105.67
FREE Delivery See details and conditions
Sold by: Amazon AU
Add to Cart
$121.36
+ FREE Delivery
Sold by: Book Depository UK
Flip to back Flip to front
Listen Playing... Paused   You're listening to a sample of the Audible audio edition.
Learn more
See all 3 images

Option Pricing Models and Volatility Using Excel- VBA + Website Paperback – 29 Mar 2007


See all 3 formats and editions Hide other formats and editions
Amazon Price
New from Used from
Kindle
Paperback
$94.34
$94.34
International Product from outside Australia

Browse our most popular books based on sales
Find your next great read. Shop best selling books

Amazon Global Store

  • International products have separate terms, are sold from abroad and may differ from local products, including fit, age ratings, and language of product, labeling or instructions.
  • Manufacturer warranty may not apply but you may have other rights under law.
  • Learn more about Amazon Global Store.
click to open popover

Browse our most popular books based on sales
Find your next great read. Shop best selling books

Product details

  • Paperback: 458 pages
  • Publisher: John Wiley & Sons; 1 edition (29 March 2007)
  • Language: English
  • ISBN-10: 0471794643
  • ISBN-13: 978-0471794646
  • Product Dimensions: 19 x 2.4 x 23.5 cm
  • Boxed-product Weight: 771 g
  • Average Customer Review: Be the first to review this item

Product description

From the Back Cover

Praise for Option Pricing Models & Volatility Using Excel-VBA

"Excel is already a great pedagogical tool for teaching option valuation and risk management. But the VBA routines in this book elevate Excel to an industrial-strength financial engineering toolbox. I have no doubt that it will become hugely successful as a reference for option traders and risk managers."
—Peter Christoffersen, Associate Professor of Finance, Desautels Faculty of Management, McGill University

"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."
—Espen Gaarder Haug, option trader, philosopher, and author of Derivatives Models on Models

"I am impressed. This is an important book because it is the first book to cover the modern generation of option models, including stochastic volatility and GARCH."
—Steven L. Heston, Assistant Professor of Finance, R.H. Smith School of Business, University of Maryland

About the Author

Fabrice Douglas Rouah is a Senior Quantitative Analyst at a large financial firm in Boston. He is coauthor and coeditor of four books on hedge funds and CTAs. This is his third book with John Wiley & Sons.

Gregory Vainberg is a Corporate Risk Specialist at a large consulting firm in Montreal. He is also the creator of the top finance and math VBA Web site, www.vbnumericalmethods.com.


No customer reviews


Review this product

Share your thoughts with other customers

Most helpful customer reviews on Amazon.com

Amazon.com: 3.9 out of 5 stars 19 reviews
Alberto Dominguez
3.0 out of 5 starsTerrible code
22 December 2010 - Published on Amazon.com
Verified Purchase
7 people found this helpful.
JS
5.0 out of 5 starsA Great Book to Own
8 March 2010 - Published on Amazon.com
Verified Purchase
3 people found this helpful.
Antonie Kotze (PhD)
5.0 out of 5 starsEvery quant should have one
19 January 2011 - Published on Amazon.com
Verified Purchase
One person found this helpful.
Baz
5.0 out of 5 starsUseful Resource
27 June 2007 - Published on Amazon.com
Verified Purchase
2 people found this helpful.
Kindle Customer
1.0 out of 5 starstoo technical
1 May 2007 - Published on Amazon.com
Verified Purchase
6 people found this helpful.