Option Pricing Models and Volatility Using Excel-VBA |
|
| Author:
| Rouah, Fabrice D.
Vainberg, Gregory |
| Series title: | Wiley Finance Ser. |
| ISBN: | 978-0-471-79464-6 |
| Publication Date: | Mar 2007 |
| Publisher: | John Wiley & Sons, Limited
|
| Book Format: | Paperback |
| List Price: | AUD $190.95 |
Book Description:
|
This comprehensive guide offers traders, quants, and students the tools and techniques for using advanced models for pricing options. The accompanying website includes data files, such as options prices, stock prices, or index prices, as well as all of the codes needed to use the option and volatility models described in the book.
This comprehensive guide offers traders, quants, and students the tools and techniques for using advanced models for pricing options. The accompanying website includes data files, such as options prices, stock prices, or index prices, as well as all of the codes needed to use the option and volatility models described in the book.