—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
|Produto sob encomenda||Sim|
|Início da Venda||08/03/2016|
|Formato Livro Digital||Epub|
|Número da edição||1|
|Código do Formato||Epub|
|Ano da Publicação||112|
|Autor||Fabrice D. Rouah; Gregory Vainberg|