Dimensions
191 x 233 x 23mm
A practical guide to implementing advanced option pricing models and stochastic volatility using Excel/VBA.
This book offers practitioners the tools and techniques needed to use advanced models for pricing options and obtaining volatility. Divided into three comprehensive parts, 'Option Pricing Models And Volatility Using Excel/VBA' describes cutting-edge option pricing formulas and stochastic volatility models. This book also includes a CD-ROM that contains Excel spreadsheets and VBA functions to implement all of the models presented in the book.
Accessible and informative, 'Option Pricing Models And Volatility Using Excel/VBA' is the perfect guide for those who realize the value of more advanced models and want to understand the math behind them.
