Option pricing models and volatility using Excel-VBA

dc.contributor.author	Rouah, Fabrice Douglas
dc.contributor.author	Vainberg, Gregory
dc.date.issued	2007
dc.identifier.isbn	978-0-471-79464-6
dc.identifier.uri	https://thuvienso.hoasen.edu.vn/handle/123456789/11960
dc.description.abstract	"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
dc.format	xi, 441 p. : ill.
dc.language.iso	en
dc.publisher	Wiley
dc.subject	Microsoft Excel
dc.subject	Microsoft Visual Basic
dc.subject	Options (Finance)
dc.subject	Capital investments
dc.subject	Mathematical models
dc.title	Option pricing models and volatility using Excel-VBA
dc.type	Book