[PDF.43mo] Option Pricing Models and Volatility Using Excel-VBA

Option Pricing Models and Volatility Using Excel-VBA

[PDF.ya03] Option Pricing Models and Volatility Using Excel-VBA

Option Pricing Models and  Fabrice D. Rouah, Gregory Vainberg epub
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 | #640710 in Books |  2007-04-13 | Original language:English | PDF # 1 |  9.27 x.94 x7.48l,1.71 | File type: PDF | 441 pages

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||5 of 5 people found the following review helpful.| Terrible code|By Alberto Dominguez|The book does a competent (although not outstanding) job covering option pricing models as well as volatility models like GARCH and the Heston Volatility Model. However, the code examples are incredibly sloppy. As just one example, look at the second function on page 16. It declares four variables that are never used in the function, while|From the Back Cover|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 opti

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.

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"Excel is already a great pedagogical tool for teaching...

You can specify the type of files you want, for your gadget.Option Pricing Models and Volatility Using Excel-VBA   |  Fabrice D. Rouah, Gregory Vainberg. Just read it with an open mind because none of us really know.

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