Verlag: John Wiley & Sons Inc, United States, New York, 2007
ISBN 10: 0471794643 ISBN 13: 9780471794646
Anbieter: WorldofBooks, Goring-By-Sea, WS, Vereinigtes Königreich
Paperback. Zustand: Very Good. 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. The book has been read, but is in excellent condition. Pages are intact and not marred by notes or highlighting. The spine remains undamaged.
Verlag: John Wiley & Sons Inc, 2005
ISBN 10: 0471737437 ISBN 13: 9780471737438
Anbieter: Ammareal, Morangis, Frankreich
Hardcover. Zustand: Bon. Ancien livre de bibliothèque. Salissures sur la tranche. Jaquette abîmée. Edition 2005. Ammareal reverse jusqu'à 15% du prix net de cet article à des organisations caritatives. ENGLISH DESCRIPTION Book Condition: Used, Good. Former library book. Stains on the edge. Damaged dust jacket. Edition 2005. Ammareal gives back up to 15% of this item's net price to charity organizations.
Verlag: Wiley (edition 1), 2013
ISBN 10: 1118548256 ISBN 13: 9781118548257
Anbieter: BooksRun, Philadelphia, PA, USA
Paperback. Zustand: Very Good. 1. Ship within 24hrs. Satisfaction 100% guaranteed. APO/FPO addresses supported.
Verlag: BEARD GROUP INC, 2003
ISBN 10: 1587981998 ISBN 13: 9781587981999
Anbieter: moluna, Greven, Deutschland
Zustand: New.
Verlag: Beard Books Sep 2003, 2003
ISBN 10: 1587981998 ISBN 13: 9781587981999
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Taschenbuch. Zustand: Neu. Neuware.
Verlag: BEARD GROUP INC, 2003
ISBN 10: 1587982005 ISBN 13: 9781587982002
Anbieter: moluna, Greven, Deutschland
Zustand: New. KlappentextContains incisive articles dealing with quantitative and qualitative analyses of hedge funds.
Verlag: Beard Books Jul 2003, 2003
ISBN 10: 1587982005 ISBN 13: 9781587982002
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Buch. Zustand: Neu. Neuware - Contains incisive articles dealing with quantitative and qualitative analyses of hedge funds.
Verlag: John Wiley & Sons, 2007
ISBN 10: 0471794643 ISBN 13: 9780471794646
Anbieter: moluna, Greven, Deutschland
Kartoniert / Broschiert. Zustand: 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.
Verlag: Wiley Apr 2007, 2007
ISBN 10: 0471794643 ISBN 13: 9780471794646
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Taschenbuch. Zustand: 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 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, 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.
Verlag: John Wiley & Sons, 2013
ISBN 10: 1118548256 ISBN 13: 9781118548257
Anbieter: moluna, Greven, Deutschland
Kartoniert / Broschiert. Zustand: New. FABRICE DOUGLAS ROUAH is a quantitative analyst who specializes in financial modeling of derivatives for pricing and risk management at Sapient Global Markets, a global consultancy. Prior to joining Sapient, Rouah worked at State Street Corporation and McGi.
Verlag: Wiley Sep 2013, 2013
ISBN 10: 1118548256 ISBN 13: 9781118548257
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Taschenbuch. Zustand: Neu. Neuware - Tap into the power of the most popular stochastic volatility model for pricing equity derivativesSince its introduction in 1993, the Heston model has become a popular model for pricing equity derivatives, and the most popular stochastic volatility model in financial engineering. This vital resource provides a thorough derivation of the original model, and includes the most important extensions and refinements that have allowed the model to produce option prices that are more accurate and volatility surfaces that better reflect market conditions. The book's material is drawn from research papers and many of the models covered and the computer codes are unavailable from other sources.The book is light on theory and instead highlights the implementation of the models. All of the models found here have been coded in Matlab and C#. This reliable resource offers an understanding of how the original model was derived from Ricatti equations, and shows how to implement implied and local volatility, Fourier methods applied to the model, numerical integration schemes, parameter estimation, simulation schemes, American options, the Heston model with time-dependent parameters, finite difference methods for the Heston PDE, the Greeks, and the double Heston model.\* A groundbreaking book dedicated to the exploration of the Heston model--a popular model for pricing equity derivatives\* Includes a companion website, which explores the Heston model and its extensions all coded in Matlab and C#\* Written by Fabrice Douglas Rouah a quantitative analyst who specializes in financial modeling for derivatives for pricing and risk managementEngaging and informative, this is the first book to deal exclusively with the Heston Model and includes code in Matlab and C# for pricing under the model, as well as code for parameter estimation, simulation, finite difference methods, American options, and more.
Verlag: BEARD GROUP INC, 2004
ISBN 10: 158798203X ISBN 13: 9781587982033
Anbieter: moluna, Greven, Deutschland
Zustand: New.
Verlag: John Wiley & Sons, 2015
ISBN 10: 111900330X ISBN 13: 9781119003304
Anbieter: moluna, Greven, Deutschland
Kartoniert / Broschiert. Zustand: New. FABRICE DOUGLAS ROUAH was a quantitative analyst who specialized in financial modeling of derivatives for pricing and risk management at Sapient Global Markets, a global consultancy. Prior to joining Sapient, Rouah worked at State Street Corporation and McG.
Verlag: Beard Books Jan 2004, 2004
ISBN 10: 158798203X ISBN 13: 9781587982033
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Taschenbuch. Zustand: Neu. Neuware - Twenty-one contributions from academics and practitioners discuss recent research on hedge funds. Aimed at investment professionals and high net worth individuals, the text deals with current methods of hedge fund tracking, evaluation, and selection. Sample topics include convertible arbitrage funds.
Verlag: Wiley Apr 2015, 2015
ISBN 10: 111900330X ISBN 13: 9781119003304
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Taschenbuch. Zustand: Neu. Neuware - Practical options pricing for better-informed investment decisions.The Heston Model and Its Extensions in VBA is the definitive guide to options pricing using two of the derivatives industry's most powerful modeling tools--the Heston model, and VBA. Light on theory, this extremely useful reference focuses on implementation, and can help investors more efficiently--and accurately--exploit market information to better inform investment decisions. Coverage includes a description of the Heston model, with specific emphasis on equity options pricing and variance modeling, The book focuses not only on the original Heston model, but also on the many enhancements and refinements that have been applied to the model, including methods that use the Fourier transform, numerical integration schemes, simulation, methods for pricing American options, and much more. The companion website offers pricing code in VBA that resides in an extensive set of Excel spreadsheets.The Heston model is the derivatives industry's most popular stochastic volatility model for pricing equity derivatives. This book provides complete guidance toward the successful implementation of this valuable model using the industry's ubiquitous financial modeling software, giving users the understanding--and VBA code--they need to produce option prices that are more accurate, and volatility surfaces that more closely reflect market conditions.Derivatives pricing is often the hinge on which profit is made or lost in financial institutions, making accuracy of utmost importance. This book will help risk managers, traders, portfolio managers, quants, academics and other professionals better understand the Heston model and its extensions, in a writing style that is clear, concise, transparent and easy to understand. For better pricing accuracy, The Heston Model and Its Extensions in VBA is a crucial resource for producing more accurate model outputs such as prices, hedge ratios, volatilities, and graphs.