000			01589cam a2200313 a 4500
001			1000113x
003			CY-PaNEU
005			20200628125608.0
008			101014s2007 njua b 001 0 eng
020			_a0471794643 _qpaper/cd-rom
020			_a9780471794646 _qpaper/cd-rom
040			_aDLC _cDLC _dBAKER _dBTCTA _dC#P _dYDXCP _dMUQ _dUKM _dDLC _dCY-PaNEU
050	1	0	_aHG6024.A3 _bR678 2007
100	1		_aRouah, Fabrice, _d1964- _91139
245	1	0	_aOption pricing models and volatility using Excel-VBA / _cFabrice Douglas Rouah, Gregory Vainberg.
260			_aHoboken, N.J. : _bJohn Wiley & Sons, _cc2007.
300			_axi, 441 p. : _bill. ; _c24 cm. + _e1 CD-ROM (4 3/4 in.).
490	1		_aWiley finance
504			_aIncludes bibliographical references (p. 409-412) and index.
505	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.
630	0	0	_aMicrosoft Excel (Computer file) _916
630	0	0	_aMicrosoft Visual Basic for applications. _919
650		0	_aCapital investments _xEvaluation _xMathematical models _92182
650		0	_aOptions (Finance) _xMathematical models _9544
650		0	_aOptions (Finance) _xPrices _92181
700	1		_aVainberg, Gregory, _d1978- _91173
830		0	_aWiley finance. _9612
942			_cBK
999			_c2005 _d2005