OPTION PRICING MODELS AND VOLATILITY USING EXCEL VBAPDF电子书下载

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CHAPTER 1 Mathematical Preliminaries 1

CHAPTER 2 Numerical Integration 39

CHAPTER 3 Tree-Based Methods 70

CHAPTER 4 The Black-Scholes，Practitioner Black-Scholes，and Gram-Charlier Models 112

CHAPTER 5 The Heston（1993）Stochastic Volatility Model 136

CHAPTER 6 The Heston and Nandi（2000）GARCH Model 163

CHAPTER 7 The Greeks 187

CHAPTER 8 Exotic Options 230

CHAPTER 9 Parameter Estimation 275

CHAPTER 10 Implied Volatility 304

CHAPTER 11 Model-Free Implied Volatility 322

CHAPTER 12 Model-Free Higher Moments 350

CHAPTER 13 Volatility Returns 374

APPENDIX A A VBA Primer 404

References 409

About the CD-ROM 413

About the Authors 417

Index 419

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