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Preface ix
Mathematical Preliminaries 1
Numerical Integration 39
Tree-Based Methods 70
The Black-Scholes, Practitioner Black-Scholes, and Gram-Charlier Models 112
The Heston (1993) Stochastic Volatility Model 136
The Heston and Nandi (2000) GARCH Model 163
The Greeks 187
Exotic Options 230
Parameter Estimation 275
Implied Volatility 304
Model-Free Implied Volatility 322
Model-Free Higher Moments 350
Volatility Returns 374
A VBA Primer 404
References 409
About the CD-ROM 413
About the Authors 417
Index 419
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Add Options Pricing Models and Volatility Using Excel-VBA + CD-ROM, 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 engineer, Options Pricing Models and Volatility Using Excel-VBA + CD-ROM to the inventory that you are selling on WonderClubX
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Add Options Pricing Models and Volatility Using Excel-VBA + CD-ROM, 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 engineer, Options Pricing Models and Volatility Using Excel-VBA + CD-ROM to your collection on WonderClub |