| Record ID | marc_loc_updates/v36.i24.records.utf8:3900362:2003 |
| Source | Library of Congress |
| Download Link | /show-records/marc_loc_updates/v36.i24.records.utf8:3900362:2003?format=raw |
LEADER: 02003cam a2200397 a 4500
001 2006031250
003 DLC
005 20080612140843.0
008 060922s2007 njua b 001 0 eng
010 $a 2006031250
015 $aGBA6A2256$2bnb
016 7 $a013618682$2Uk
020 $a9780471794646 (paper/cd-rom)
020 $a0471794643 (paper/cd-rom)
035 $a(OCoLC)ocm71800572
035 $a(OCoLC)71800572
040 $aDLC$cDLC$dBAKER$dBTCTA$dC#P$dYDXCP$dMUQ$dUKM$dDLC
050 00 $aHG6024.A3$bR678 2007
082 00 $a332.64/53$222
100 1 $aRouah, Fabrice,$d1964-
245 10 $aOption pricing models and volatility using Excel-VBA /$cFabrice Douglas Rouah, Gregory Vainberg.
260 $aHoboken, N.J. :$bJohn Wiley & Sons,$cc2007.
300 $axi, 441 p. :$bill. ;$c24 cm. +$e1 CD-ROM (4 3/4 in.).
490 1 $aWiley finance
504 $aIncludes bibliographical references (p. 409-412) and index.
505 0 $aMathematical 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.
650 0 $aOptions (Finance)$xPrices.
650 0 $aCapital investments$xEvaluation$xMathematical models.
650 0 $aOptions (Finance)$xMathematical models.
630 00 $aMicrosoft Excel (Computer file)
630 00 $aMicrosoft Visual Basic for applications.
700 1 $aVainberg, Gregory,$d1978-
830 0 $aWiley finance series.
856 41 $3Table of contents only$uhttp://www.loc.gov/catdir/toc/ecip071/2006031250.html
856 42 $3Contributor biographical information$uhttp://www.loc.gov/catdir/enhancements/fy0741/2006031250-b.html
856 42 $3Publisher description$uhttp://www.loc.gov/catdir/enhancements/fy0741/2006031250-d.html