Excel Vba Finance Model

							Brochure
More information from http://www.researchandmarkets.com/reports/458729/




Option Pricing Models and Volatility Using Excel-VBA

Description:    A practical guide to implementing advanced option pricing models and stochastic volatility using
                Excel/VBA

                This book offers practitioners the tools and techniques needed to use advanced models for pricing
                options and obtaining volatility. Divided into three comprehensive parts, Option Pricing Models and
                Volatility Using Excel/VBA describes cutting-edge option pricing formulas and stochastic volatility
                models. This book also includes a CD-ROM that contains Excel spreadsheets and VBA functions to
                implement all of the models presented in the book. Accessible and informative, Option Pricing
                Models and Volatility Using Excel/VBA is the perfect guide for those who realize the value of more
                advanced models and want to understand the math behind them.

                Fabrice Douglas Rouah (Montreal, ON, Canada) is a Montreal Institute of Financial Mathematics
                (IFM2) Scholar and is currently with McGill University in Montreal. Greg Vainberg (Montreal, ON,
                Canada) is a Corporate Risk Specialist at a large consulting firm in Montreal. He is also the creator
                of the top finance and math VBA site on Google.

                About the Author:

                Fabrice Douglas Rouah is a Senior Quantitative Analyst at a large financial firm in Boston. He is co-
                author and co-editor 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 large consulting firm in Montreal. He is also the
                creator of the top finance and math VBA Web site, www.vbnumericalmethods.com.



Contents:       Preface.

                Chapter 1. Mathematical Preliminaries.

                Chapter 2. Numerical Integration.

                Chapter 3. Tree-Based Methods.

                Chapter 4. The Black-Scholes, Practitioner Black-Scholes, and Gram-Charlier Models.
                Chapter 5. The Heston (1993) Stochastic Volatility Model.

                Chapter 6. The Heston and Nandi (2000) GARCH Model.

                Chapter 7. The Greeks.

                Chapter 8. Exotic Options.

                Chapter 9. Parameter Estimation.

                Chapter 10. Implied Volatility.

                Chapter 11. Model-Free Implied Volatility.

                Chapter 12. Model-Free Higher Moments.

                Chapter 13. Volatility Returns.

                Appendix A: A VBA Primer.

                References.
            About the CD-ROM.

            About the Authors.

            Index.



Ordering:   Order Online - http://www.researchandmarkets.com/reports/458729/

            Order by Fax - using the form below

            Order by Post - print the order form below and sent to

                         Research and Markets,
                         Guinness Centre,
                         Taylors Lane,
                         Dublin 8,
                         Ireland.
                                                           Page 1 of 2

Fax Order Form
To place an order via fax simply print this form, fill in the information below and fax the completed form to 646-607-
1907 (from USA) or +353-1-481-1716 (from Rest of World). If you have any questions please visit

http://www.researchandmarkets.com/contact/

Order Information
Please verify that the product information is correct.


               Product Name:           Option Pricing Models and Volatility Using Excel-VBA
               Web Address:            http://www.researchandmarkets.com/reports/458729/
               Office Code:            OC8HNQQOLTSTT

Product Format
Please select the product format and quantity you require:


                                   Quantity

               Hard Copy:                EURO €81.00 + Euro €25.00 Shipping/Handling




Contact Information
Please enter all the information below in BLOCK CAPITALS


      Title:                  Mr              Mrs            Dr          Miss                 Ms     Prof

      First Name:                                                  Last Name:

      Email Address: *

      Job Title:

      Organisation:

      Address:

      City:

      Postal / Zip Code:

      Country:

      Phone Number:

      Fax Number:

     * Please refrain from using free email accounts when ordering (e.g. Yahoo, Hotmail, AOL)
                                                              Page 2 of 2

Payment Information
Please indicate the payment method you would like to use by selecting the appropriate box.

          Pay by credit card:                     American Express

                                                  Diners Club

                                                  Master Card

                                                  Visa
                                           Cardholder's Name

                                           Cardholder's Signature

                                           Expiry Date

                                           Card Number

                                           CVV Number

                                           Issue Date
                                           (for Diners Club only)




          Pay by check:                    Please post the check, accompanied by this form, to:

                                           Research and Markets,
                                           Guinness Center,
                                           Taylors Lane,
                                           Dublin 8,
                                           Ireland.


                                           Please transfer funds to:
          Pay by wire transfer:
                                           Account number                   833 130 83
                                           Sort code                        98-53-30
                                           Swift code                       ULSBIE2D
                                           IBAN number                      IE78ULSB98533083313083
                                           Bank Address                 Ulster Bank,
                                                                        27-35 Main Street,
                                                                        Blackrock,
                                                                        Co. Dublin,
                                                                        Ireland.


     If you have a Marketing Code please enter it below:


           Marketing Code:


      Please note that by ordering from Research and Markets you are agreeing to our Terms and Conditions at
     http://www.researchandmarkets.com/info/terms.asp



                                              Please fax this form to:
                                  (646) 607-1907 or (646) 964-6609 - From USA
                          +353 1 481 1716 or +353 1 653 1571 - From Rest of World