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[null,"1.","Record Nr.",null,"UNINA9911020361003321"]
[null,null,"Autore",null,"Rouah Fabrice <1964->"]
[null,null,"Titolo",null,"Option pricing models and volatility using Excel-VBA / / Fabrice Douglas Rouah, Gregory Vainberg"]
[null,null,"Pubbl/distr/stampa",null,"Hoboken, N.J., : John Wiley & Sons, c2007"]
[null,null,"ISBN",null,"9786610827138"]
[{"$nulls":4},"9781118429204"]
[{"$nulls":4},"1118429206"]
[{"$nulls":4},"9781119202097"]
[{"$nulls":4},"1119202094"]
[{"$nulls":4},"9781280827136"]
[{"$nulls":4},"1280827130"]
[{"$nulls":4},"9780470125755"]
[{"$nulls":4},"0470125756"]
[null,null,"Descrizione fisica",null,"1 online resource (457 p.)"]
[null,null,"Collana",null,"Wiley finance"]
[null,null,"Disciplina",null,"332.6453"]
[null,null,"Soggetti",null,"Options (Finance) - Prices"]
[{"$nulls":4},"Capital investments - Evaluation - Mathematical models"]
[{"$nulls":4},"Options (Finance) - Mathematical models"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Description based upon print version of record."]
[null,null,null,"Nota di bibliografia","Includes bibliographical references (p. 409-412) and index."]
[null,null,"Nota di contenuto",null,"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."]
[null,null,null,"Sommario/riassunto","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 m"]