{"product_id":"option-pricing-models-and-volatility-using-excelvba-9780471794646","title":"Option Pricing Models and Volatility Using","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003e\u003cp\u003eThis 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.\u003c\/p\u003e \u003cb\u003ePraise for \u003ci\u003eOption Pricing Models \u0026amp; Volatility Using Excel-VBA\u003c\/i\u003e\u003c\/b\u003e  \u003cp\u003eExcel 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.\u003cbr\u003e \u003cb\u003ePeter Christoffersen\u003c\/b\u003e, Associate Professor of Finance, Desautels Faculty of Management, McGill University\u003c\/p\u003e \u003cp\u003eThis 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 i\u003cbr\u003e\u003cbr\u003e\u003cb\u003eTable of Contents\u003c\/b\u003e\u003cbr\u003e\u003c\/p\u003e\u003cp\u003ePreface ix\u003c\/p\u003e \u003cp\u003eChapter 1 Mathematical Preliminaries 1\u003c\/p\u003e \u003cp\u003eChapter 2 Numerical Integration 39\u003c\/p\u003e \u003cp\u003eChapter 3 Tree-Based Methods 70\u003c\/p\u003e \u003cp\u003eChapter 4 The Black-Scholes, Practitioner Black-Scholes, and Gram-Charlier Models 112\u003c\/p\u003e \u003cp\u003eChapter 5 The Heston (1993) Stochastic Volatility Model 136\u003c\/p\u003e \u003cp\u003eChapter 6 The Heston and Nandi (2000) GARCH Model 163\u003c\/p\u003e \u003cp\u003eChapter 7 The Greeks 187\u003c\/p\u003e \u003cp\u003eChapter 8 Exotic Options 230\u003c\/p\u003e \u003cp\u003eChapter 9 Parameter Estimation 275\u003c\/p\u003e \u003cp\u003eChapter 10 Implied Volatility 304\u003c\/p\u003e \u003cp\u003eChapter 11 Model-Free Implied Volatility 322\u003c\/p\u003e \u003cp\u003eChapter 12 Model-Free Higher Moments 350\u003c\/p\u003e \u003cp\u003eChapter 13 Volatility Returns 374\u003c\/p\u003e \u003cp\u003eAppendix a A VBA Primer 404\u003c\/p\u003e \u003cp\u003eReferences 409\u003c\/p\u003e \u003cp\u003eAbout the CD-ROM 413\u003c\/p\u003e \u003cp\u003eAbout the Authors 417\u003c\/p\u003e \u003cp\u003eIndex 419\u003c\/p\u003e","brand":"John Wiley \u0026 Sons Inc","offers":[{"title":"Default Title","offer_id":49402675102039,"sku":"9780471794646","price":67.5,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0817\/1739\/5799\/files\/9780471794646.jpg?v=1730481194","url":"https:\/\/bookcurl.com\/products\/option-pricing-models-and-volatility-using-excelvba-9780471794646","provider":"Book Curl","version":"1.0","type":"link"}