9780471794646 - option pricing models and volatility using excel-vba di rouah, fabrice d.; vainberg, gregory (27 risultati)
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Da: Better World Books Ltd, Dunfermline, Regno UnitoBetter World Books Ltd
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Paperback. Condizione: Very Good. Option Pricing Models and Volatility Using Excel-VBA: 361 (Wiley Finance) This book is in very good condition and will be shipped within 24 hours of ordering. The cover may have some limited signs of wear but the pages are clean, intact and the spine remains undamaged. This book has clearly been… well maintained and looked after thus far. Money back guarantee if you are not satisfied. See all our books here, order more than 1 book and get discounted shipping.
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Paperback. Condizione: Very Good. This book is in very good condition and will be shipped within 24 hours of ordering. The cover may have some limited signs of wear but the pages are clean, intact and the spine remains undamaged. This book has clearly been well maintained and looked after thus far. Money back guarantee if you ar…e not satisfied. See all our books here, order more than 1 book and get discounted shipping.
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paperback. Condizione: New. In shrink wrap. Looks like an interesting title.
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Da: Brook Bookstore On Demand, Napoli, NA, ItaliaBrook Bookstore On Demand
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Da: Ria Christie Collections, Uxbridge, Regno UnitoRia Christie Collections
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Condizione: New. In.
Option Pricing Models and Volatility Using Excel-VBA
Rouah Fabrice Rouah Fabrice D. Vainberg Gregory Rouah Fabrice Douglas
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Da: Majestic Books, Hounslow, Regno UnitoMajestic Books
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Condizione: New. pp. 442 Illus.
Option Pricing Models and Volatility Using Excel-VBA
Fabrice Rouah Fabrice D. Rouah Gregory Vainberg Fabrice Douglas Rouah
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Da: Books Puddle, New York, NY, U.S.A.Books Puddle
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Condizione: New. pp. 442.
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Da: Kennys Bookshop and Art Galleries Ltd., Galway, GY, IrlandaKennys Bookshop and Art Galleries Ltd.
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Condizione: New. Practitioners are aware that more advanced models are far better suited at pricing options, but they are intimidated by the mathematics of these models, and discouraged at having to write lengthy code to implement them. This book will provide them with the tools and understanding of how to implement these models…. Series: Wiley Finance Series. Num Pages: 442 pages, Illustrations. BIC Classification: KFFM. Category: (P) Professional & Vocational. Dimension: 192 x 233 x 24. Weight in Grams: 790. . 2007. PAP/CDR. Paperback. . . . .
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Da: THE SAINT BOOKSTORE, Southport, Regno UnitoTHE SAINT BOOKSTORE
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Paperback / softback. Condizione: New. New copy - Usually dispatched within 4 working days.
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Da: Revaluation Books, Exeter, Regno UnitoRevaluation Books
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EUR 114,50
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Paperback. Condizione: Brand New. paperback/cd-rom edition. 441 pages. 9.25x7.75x1.25 inches. In Stock.
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Da: Kennys Bookstore, Olney, MD, U.S.A.Kennys Bookstore
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Condizione: New. Practitioners are aware that more advanced models are far better suited at pricing options, but they are intimidated by the mathematics of these models, and discouraged at having to write lengthy code to implement them. This book will provide them with the tools and understanding of how to implement these models…. Series: Wiley Finance Series. Num Pages: 442 pages, Illustrations. BIC Classification: KFFM. Category: (P) Professional & Vocational. Dimension: 192 x 233 x 24. Weight in Grams: 790. . 2007. PAP/CDR. Paperback. . . . . Books ship from the US and Ireland.
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Da: moluna, Greven, Germaniamoluna
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Condizione: New. Fabrice Douglas Rouah is a Senior Quantitative Analyst at a large financial firm in Boston. He is coauthor and coeditor of four books on hedge funds and CTAs. This is his third book with John Wiley & Sons.Gregory Vainberg is a Corporate Risk Specialist at a.
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Da: AHA-BUCH GmbH, Einbeck, GermaniaAHA-BUCH GmbH
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EUR 115,97
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Taschenbuch. Condizione: Neu. Neuware - 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 b…ecome hugely successful as a reference for option traders and risk managers.'--Peter Christoffersen, Associate Professor of Finance, Desautels Faculty of Management, McGill University'This book is filled with methodology and techniques on how to implement option pricing and volatility models in VBA. The book takes an in-depth look into how to implement the Heston and Heston and Nandi models and includes an entire chapter on parameter estimation, but this is just the tip of the iceberg. Everyone interested in derivatives should have this book in their personal library.'--Espen Gaarder Haug, option trader, philosopher, nd author of Derivatives Models on Models'I am impressed. This is an important book because it is the first book to cover the modern generation of option models, including stochastic volatility and GARCH.'--Steven L. Heston, Assistant Professor of Finance, R.H. Smith School of Business, University of Maryland.
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- Print on Demand
Da: Revaluation Books, Exeter, Regno UnitoRevaluation Books
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EUR 102,00
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Paperback. Condizione: Brand New. paperback/cd-rom edition. 441 pages. 9.25x7.75x1.25 inches. In Stock. This item is printed on demand.
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- Print on Demand
Da: THE SAINT BOOKSTORE, Southport, Regno UnitoTHE SAINT BOOKSTORE
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EUR 97,15
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Paperback / softback. Condizione: New. This item is printed on demand. New copy - Usually dispatched within 5-9 working days 818.
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- Prima edizione
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Da: CitiRetail, Stevenage, Regno UnitoCitiRetail
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EUR 91,34
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Paperback. Condizione: new. Paperback. This 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, Associate Professor of Finance, Desautels Faculty of Management, McGill University "This book is filled with methodology and techniques on how to implement option pricing and volatility models in VBA. The book takes an in-depth look into how to implement the Heston and Heston and Nandi models and includes an entire chapter on parameter estimation, but this is just the tip of the iceberg. Everyone interested in derivatives should have this book in their personal library." Espen Gaarder Haug, option trader, philosopher, and author of Derivatives Models on Models "I am impressed. This is an important book because it is the first book to cover the modern generation of option models, including stochastic volatility and GARCH." Steven L. Heston, Assistant Professor of Finance, R.H. Smith School of Business, University of Maryland Practitioners are aware that more advanced models are far better suited at pricing options, but they are intimidated by the mathematics of these models, and discouraged at having to write lengthy code to implement them. This book will provide them with the tools and understanding of how to implement these models. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability.
