01589cam a2200313 a 4500 1000113x CY-PaNEU 20200628125608.0 101014s2007 njua b 001 0 eng 0471794643 paper/cd-rom 9780471794646 paper/cd-rom DLC DLC BAKER BTCTA C#P YDXCP MUQ UKM DLC CY-PaNEU HG6024.A3 R678 2007 Rouah, Fabrice, 1964- 1139 Option pricing models and volatility using Excel-VBA / Fabrice Douglas Rouah, Gregory Vainberg. Hoboken, N.J. : John Wiley & Sons, c2007. xi, 441 p. : ill. ; 24 cm. + 1 CD-ROM (4 3/4 in.). Wiley finance Includes bibliographical references (p. 409-412) and index. Mathematical preliminaries -- Numerical integration -- Tree-based methods -- The Black-Scholes, practitioner Black-Scholes, and Gram-Charlier models -- The Heston (1993) stochastic volatility model -- The Heston and Nandi (2000) GARCH model -- The Greeks -- Exotic options -- Parameter estimation -- Implied volatility -- Model-free implied volatility -- Model-free higher moments -- Volatility returns. Microsoft Excel (Computer file) 16 Microsoft Visual Basic for applications. 19 Capital investments Evaluation Mathematical models 2182 Options (Finance) Mathematical models 544 Options (Finance) Prices 2181 Vainberg, Gregory, 1978- 1173 Wiley finance. 612 BK 2005 2005 0 0 0 0 ma CY-PaNEU CY-PaNEU 2021-09-10 3 HG6024.A3 R678 2007 3000055 2024-10-25 16:31:15 1 2020-06-28 BK CD ON POCKET