Browsing by Author "Vainberg, Gregory"
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Option pricing models and volatility using Excel-VBA
Rouah, Fabrice Douglas; Vainberg, Gregory (Wiley, 2007)"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 ...