01739cam a2200325 a 45000010010000000030009000100050017000190080041000360200029000770200032001060400064001380500025002021000033002272450101002602600048003613000058004094900018004675040064004855050408005496300040009576300049009976500063010466500048011096500036011577000036011938300024012299420007012539990015012609520138012751000113x CY-PaNEU20200628125608.0101014s2007    njua     b    001 0 eng    a0471794643qpaper/cd-rom  a9780471794646qpaper/cd-rom  aDLCcDLCdBAKERdBTCTAdC#PdYDXCPdMUQdUKMdDLCdCY-PaNEU10aHG6024.A3bR678 20071 aRouah, Fabrice,d1964-9113910aOption pricing models and volatility using Excel-VBA /cFabrice Douglas Rouah, Gregory Vainberg.  aHoboken, N.J. :bJohn Wiley & Sons,cc2007.  axi, 441 p. :bill. ;c24 cm. +e1 CD-ROM (4 3/4 in.).1 aWiley finance  aIncludes bibliographical references (p. 409-412) and index.0 aMathematical 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.00aMicrosoft Excel (Computer file)91600aMicrosoft Visual Basic for applications.919 0aCapital investmentsxEvaluationxMathematical models92182 0aOptions (Finance)xMathematical models9544 0aOptions (Finance)xPrices921811 aVainberg, Gregory,d1978-91173 0aWiley finance.9612  cBK  c2005d2005  001040708maaCY-PaNEUbCY-PaNEUd2021-09-10l3oHG6024.A3 R678 2007p3000055r2024-10-25 16:31:15t1w2020-06-28yBKzCD ON POCKET