Options Pricing Models and Volatility Using Excel-VBA + CD-ROM by Fabrice Douglas Rouah, Gregory Vainberg

Options Pricing Models and Volatility Using Excel-VBA + CD-ROM



Download Options Pricing Models and Volatility Using Excel-VBA + CD-ROM

Options Pricing Models and Volatility Using Excel-VBA + CD-ROM Fabrice Douglas Rouah, Gregory Vainberg ebook
ISBN: 9780471794646
Publisher: Wiley, John & Sons, Incorporated
Page: 441
Format: pdf


Using Excel's Visual Basic for Applications (VBA) language. Praise for Option Pricing Models & Volatility Using Excel-VBA. Option pricing models and volatility using Excel-VBA 9780471794646 (paper/cd-rom) · 0471794643 (paper/cd-rom). Options Pricing Models and Volatility Using Excel-VBA + CD-ROM. This book also contains a CD-ROM that contains Excel spreadsheets and VBA functions to implement all of the option pricing and volatility models presented in. Option Pricing Models and Volatility Using Excel-VBA by Fabrice Douglas Rouah , Greg Vainberg Description: BRAND NEW PAPERBACK CD-ROM. Specifically applies Excel and VBA to the financial markets Packaged with a CD from the examples throughout the book Note: CD-ROM/DVD and other supplementary materials TWO FUNCTIONS WITH MULTIPLE INPUTS FOR VALUING OPTIONS THE CAPITAL ASSET PRICING MODEL THE VOLATILITY SMILE. When β = 2, the CEV pricing model is the same as the Black-Scholes formula. Excel functions used in model-building The Black–Scholes option pricing model . Option Pricing Models And Volatility Using Excel-vba [with Cd-rom]. Defined functions in Excel, written in VBA, with the code accessible and modi- CD-Rom allow you to have the option pricing functions automatically strike price, “v” = volatility (annualized), “r” = interest rate (continuously- . ( Because of the RAND() function's volatility, the answers may not correspond exactly (i) 40 Software. Option Pricing Models and Volatility Using Excel-VBA af Fabrice Douglas Rouah, Gregory Vainberg Illustrations Contains CD-ROM. The accompanying CD-ROM with additional Excel sheets includes the mathematical models covered in Option Pricing Models and Volatility Using Excel-VBA.





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