{"product_id":"option-pricing-models-and-volatility-using-excel-vba-9780471794646","title":"Option Pricing Models and Volatility Using Excel-VBA","description":"\u003cp\u003eThis 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.\u003c\/p\u003e \u003cb\u003ePraise for \u003ci\u003eOption Pricing Models \u0026amp; Volatility Using Excel-VBA\u003c\/i\u003e\u003c\/b\u003e \u003cp\u003eExcel 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.\u003cbr\u003e --\u003cb\u003ePeter Christoffersen\u003c\/b\u003e, Associate Professor of Finance, Desautels Faculty of Management, McGill University\u003c\/p\u003e \u003cp\u003eThis 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.\u003cbr\u003e --\u003cb\u003eEspen Gaarder Haug\u003c\/b\u003e, option trader, philosopher, and author of \u003ci\u003eDerivatives Models on Models\u003c\/i\u003e\u003c\/p\u003e \u003cp\u003eI 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.\u003cbr\u003e --\u003cb\u003eSteven L. Heston\u003c\/b\u003e, Assistant Professor of Finance, R.H. Smith School of Business, University of Maryland\u003c\/p\u003e\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Fabrice D. Rouah, Gregory Vainberg\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e Wiley\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 04\/01\/2007\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 456\u003cbr\u003e\u003cb\u003eBinding Type:\u003c\/b\u003e Paperback\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 1.71lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.16h x 7.59w x 0.94d\u003cbr\u003e\u003cb\u003eISBN:\u003c\/b\u003e 9780471794646\u003cbr\u003e\u003cp\u003e\u003cb\u003eAbout the Author\u003c\/b\u003e\u003cbr\u003e\u003cb\u003eFabrice Douglas Rouah\u003c\/b\u003e 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 \u0026amp; Sons. \u003c\/p\u003e\u003cp\u003e\u003cb\u003eGregory Vainberg\u003c\/b\u003e 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.\u003c\/p\u003e\u003cbr\u003e\u003cp\u003e\u003ci\u003eThis title is not returnable\u003c\/i\u003e\u003cbr\u003e\u003c\/p\u003e","brand":"Wiley","offers":[{"title":"Paperback","offer_id":40011791368307,"sku":"9.78E+12","price":102.95,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0555\/9255\/0515\/products\/img_98c8a598-f951-416c-81d2-69af84e28528.jpg?v=1650490720","url":"https:\/\/bookstorenmore.com\/en-de\/products\/option-pricing-models-and-volatility-using-excel-vba-9780471794646","provider":"Bookstore N More","version":"1.0","type":"link"}