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Options pricing models and volatility using Excel-VBA+CD
- 作者： Rouah, Fabrice, 1964-
- 其他作者：
- 出版： Hoboken, NJ : J. Wiley & Sons
- 叢書名： Wiley finance series
- 主題： Microsoft Excel (Computer file) , Options (Finance)--Prices , Capital investments--Evaluation--Mathematical models. , Options (Finance)--Mathematical models , Microsoft Visual Basic for applications
- ISBN： 9780471794646 (pbk): US$95.00 、 0471794643 (pbk): US$95.00
- 資料類型: 圖書
- 內容註: Includes bibliographical references and index. Mathematical preliminaries -- Numerical integration -- Tree-based methods -- The Black-Scholes, practitioner Black-Scholes, and Gram-Charlier models -- The Heston (1993) stochastic volatility model -- The Heston and Nandi (2000) GARCH model -- The Greeks -- Exotic options -- Parameter estimation -- Implied volatility -- Model-free implied volatility -- Model-free higher moments -- Volatility returns.
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讀者標籤：
- 系統號： 005008378 | 機讀編目格式
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