pricing

Practical options pricing for better-informed investment decisions. The Heston Model and Its Extensions in VBA is the definitive guide to options pricing using two of the derivatives industry's most powerful modeling tools—the Heston model, and VBA. Light on theory, this extremely useful reference focuses on implementation, and can help investors more efficiently—and accurately—exploit market information to better inform investment decisions. Coverage includes a description of the Heston model, with specific emphasis on equity options pricing and variance modeling, The book focuses not only on the original Heston model, but also on the many enhancements and refinements that have been applied to the model, including methods that use the Fourier transform, numerical integration schemes, simulation, methods for pricing American options, and much more. The companion website offers pricing code in VBA that resides in an extensive set of Excel spreadsheets. The Heston model is the derivatives industry's most popular stochastic volatility model for pricing equity derivatives. This book provides complete guidance toward the successful implementation of this valuable model using the industry's ubiquitous financial modeling software, giving users the understanding—and VBA code—they need to produce option prices that are more accurate, and volatility surfaces that more closely reflect market conditions. Derivatives pricing is often the hinge on which profit is made or lost in financial institutions, making accuracy of utmost importance. This book will help risk managers, traders, portfolio managers, quants, academics and other professionals better understand the Heston model and its extensions, in a writing style that is clear, concise, transparent and easy to understand. For better pricing accuracy, The Heston Model and Its Extensions in VBA is a crucial resource for producing more accurate model outputs such as prices, hedge ratios, volatilities, and graphs.



Что ищут на сайте
100 10000 100 100 | блок питания 12v2a dvd evdled 4017mm | jairo cordoba | блендер aresa ar 1110 | free shipping new 6mbp20rb120 module | босоножки dune dune du001awzsm93 | саксофон mark r markr | ghali roma | свитшот print bar fc liverpool steven gerrard | nick mason paris | бра eglo pasteri 96484 | ghali padova | смартфон xiaomi redmi 5 plus 3 32gb black | free shipping new 7mbr35sb140 module | golden age свитер | free shipping new es300 9655 module | tupac double feature 2 dvd | gad elmaleh london | жилет dkny dkny dk001ewzpb38 | free shipping 5pcs in stock se648 | crow haunted house halloween wall tapestry | free shipping 5pcs el8302iuz in stock | lili la petite grenouille niveaux 2 | malik bentalha pau | gad elmaleh london |