Option Pricing Models and Volatility Using Excel-VBA [With CD-ROM] (Wiley Finan

Option Pricing Models and Volatility Using Excel-VBAAuthor(s): Fabrice D. Rouah, Gregory Vainberg\nFormat: Paperback\nPublisher: John Wiley & Sons Inc, United States\nImprint: John Wiley & Sons Inc\nISBN-13: 9780471794646, 978-0471794646\nSynopsis\nThis 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. Praise for Option Pricing Models & Volatility Using Excel-VBA \""Excel 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.\"" Peter Christoffersen, Associated