SKU: 46326842780

Option Pricing Models and Volatility Using Excel-VBA

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Description

Option Pricing Models and Volatility Using Excel-VBAThis 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

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



Binding Type: Paperback
Publisher: Wiley
Published: 04/01/2007
ISBN: 9780471794646
Pages: 441
Weight: 1.71lbs
Size: 9.16h x 7.59w x 0.94d
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SKU: 46326842780

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Ansley
Alexandria, US
★★★★★ 5
True to size & Use a Drill
Color: Beige, Size: 3 Panel-102‘’-Round Pad, Color: Beige, Size: 3 Panel-102‘’-Round Pad
Love this! Works perfectly for where I wanted it. I did measure my room incorrectly and thought it would be smaller, thankfully it’s not and thankfully it’s not bigger than the room itself. I did like how the whole thing was move-able but it was a bit annoying so I just added extra clips to the left of the middle one and unscrewed the right of the middle at the bottom so it opens like a door, this did make it a bit flimsy but duck taping it to the wall as anchor it works. 100% recommend, but do suggest a drill and a second set of hands to put it together, due to its size it can be a bit difficult to maneuver putting together yourself. Also if you have a clingy cat like I do, and think this will help keep them out, no, my cat who is very large can manage to squeeze underneath it.
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Reviewed in the United States on March 9, 2024
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Sam
Los Angeles, US
★★★★★ 1
waste of money
Color: Black, Size: 4 Panel-136‘’W-Round Pad
This is a total waste of money. Its only going to free stand if you arent moving it. If you are planning on dividing a room, and then folding these for space and then dividing the room again, itll last a few days. The poles kept coming off of the screws that holds the fabric on the poles together. Was fixing this EVERY DAY. Finally got tired of doing this and just threw it out. Lot of money spent on garbage. Get a sheet room divider, or something that isnt cheaply made. Was simply making an office type space in a bedroom, to seperate the two areas for work, and folding it kept making the poles come off those twisted screws. just not worth it.
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Reviewed in the United States on May 3, 2026
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Alysha H.
Bozeman, US
★★★★★ 5
Absolutely love this room divider!
Color: Beige, Size: 3 Panel-102‘’-Round Pad, Color: Beige, Size: 3 Panel-102‘’-Round Pad
When they say you can't see anything through it, they are correct. As you can see by the video, the cars are traveling by with the sunlight on the divider and you still can't see any cars passing nor can you see the ones in the parking lot. You can also tell it blocks out the sunlight too which is a definite plus for our store. Quality material on the divider. Material is nice and snug on the poles with no ripples. I also like the base of these, they make the divider nice and sturdy and can be adjusted if floor is uneven. Also the design of the legs allow them to go under your furniture. Also putting them together is pretty easy. Just make sure you when you are putting the poles together to make sure at the top of the pole that the indent screw hole faces out. This makes for a better look. The directions don't say which way to turn and at 1st, I had one, one way and the other was another way as both ways work that way but I wanted a uniform/better look.
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Reviewed in the United States on July 29, 2024
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B. R. Grande
Dallas, US
★★★★★ 4
Works well, need power tool to assemble
Color: Beige, Size: 3 Panel-102‘’-Round Pad, Color: Beige, Size: 3 Panel-102‘’-Round Pad
Sturdy enough, especially when feet are positioned for balance. Works perfectly to create a WFH “cubicle”. Can adjust the size to provide complete privacy or fold back a panel when I want more openness. The fabric panels are not perfectly taught, but pretty close. The only negative is that without my husband’s power drill/screwdriver we wouldn’t have been able to put it together. It would take the strength of Thor to do it with just a manual screwdriver.
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Reviewed in the United States on November 30, 2022
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Cynthia Ross
Whiting, US
★★★★★ 5
Now I don't have to see the "black hole" that used to be my family room!
Color: Black, Size: 4 Panel-136‘’W-Round Pad
I have an adult child living at home and his bedroom is tiny, so he's pretty much taken over the family room. We are both much happier now that the divider is up. It is about 12 feet long and gives him privacy to watch his movies and play his video games. And I don't have to see all the shoot-em-up stuff he likes to watch. I put the divider together with just a screwdriver (not a power one, that would be nice but I don't have so I had to use a little elbow grease.) It took a couple hours. The instructions are straightforward. I did have to use my long dining room table to attach the feet to the divider panels, which was a bit tricky. But I'm really pleased with the end result. I'm NOT a handywoman, so I feel proud that I did it "all by myself." He wanted the black fabric, but I think the lighter colors would have been better for a room that gets hot in the summer. Just my opinion. Whatever color you choose, I think you'll like the end result.
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Reviewed in the United States on July 18, 2023

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