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 Fabrice Douglas Rouah, Gregory Vainberg ebook
Format: pdf
ISBN: 9780471794646
Publisher: Wiley, John & Sons, Incorporated
Page: 441

Option Pricing Models Volatility Using Excel-Vba è un libro + cd-rom di Rouah Fabarice D. Option Pricing Modelsa Cd Rom Search in eBooksX.com. Sengupta, Financial Modeling Using C++ +CD. Rouah, Option Pricing Models and Volatility Using Excel- VBA +CD. Option pricing models and volatility using Excel-VBA [electronic resource] 020, |z 9780471794646 (paper/cd-rom). Anson, Handbook of Alternative Assets 2e. Options Pricing Models and Volatility Using Excel-VBA + 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- . Option Pricing Models and Volatility Using Excel-VBA by Fabrice Douglas Rouah , Greg Vainberg Description: BRAND NEW PAPERBACK CD-ROM. Option Pricing Models and Volatility Using Excel-VBA with CDROM. AbeBooks.com: Option Pricing Models and Volatility Using Excel-VBA [With CD-ROM] (Paperback): Paperback. Heston model, GARCH, implied volatility,. Option Pricing Models and Volatility Using Excel-VBA by Fabrice Douglas Rouah , Greg Includes opened CD-ROM, covers scuffed, corners bumped. Results 1 - 10 of 358 Option Pricing Models and Volatility Using Excel-VBA (Wiley Finance) Includes a CD-ROM which contains the VBA functions, macros. When β = 2, the CEV pricing model is the same as the Black-Scholes formula.