Options Pricing Models and Volatility Using Excel-VBA
Options Pricing Models and Volatility Using Excel-VBA ❘ 프리웨어This book titled "Options Pricing Models and Volatility Using Excel-VBA" provides an in-depth analysis of options pricing models and volatility strategies using Microsoft Excel and VBA programming language. The author takes a practical approach to explain options pricing models such as the Black-Scholes, Binomial, Monte Carlo and other advanced models.
The book is intended to give both novice and seasoned traders an understanding of how to effectively use options pricing models and volatility strategies to advance their investment portfolios. It delves into the essential elements needed to effectively execute these strategies using Microsoft Excel, including understanding the basics of VBA programming language to automate repetitive tasks and generate accurate models.
Readers will learn how to model and value various types of options by using risk-neutral probabilities, calculate Greeks (Delta, Gamma, Theta, Vega), and manage volatility risk using both historical and implied volatility data. The book also discusses various options trading strategies such as covered call writing, protective put buying, and butterfly spreads.
The writing style is clear and easy to follow, ensuring that readers with no prior knowledge of financial mathematics can grasp the concepts illustrated. Additionally, each chapter has sample Excel spreadsheets with VBA codes provided so that readers can try their hand at testing various scenarios.
In summary, this book is an authoritative guide on Options Pricing Models and Volatility Using Excel-VBA. It is a must-read for anyone interested in enhancing their options trading skills using sophisticated modeling techniques.
The book is intended to give both novice and seasoned traders an understanding of how to effectively use options pricing models and volatility strategies to advance their investment portfolios. It delves into the essential elements needed to effectively execute these strategies using Microsoft Excel, including understanding the basics of VBA programming language to automate repetitive tasks and generate accurate models.
Readers will learn how to model and value various types of options by using risk-neutral probabilities, calculate Greeks (Delta, Gamma, Theta, Vega), and manage volatility risk using both historical and implied volatility data. The book also discusses various options trading strategies such as covered call writing, protective put buying, and butterfly spreads.
The writing style is clear and easy to follow, ensuring that readers with no prior knowledge of financial mathematics can grasp the concepts illustrated. Additionally, each chapter has sample Excel spreadsheets with VBA codes provided so that readers can try their hand at testing various scenarios.
In summary, this book is an authoritative guide on Options Pricing Models and Volatility Using Excel-VBA. It is a must-read for anyone interested in enhancing their options trading skills using sophisticated modeling techniques.
개요
Options Pricing Models and Volatility Using Excel-VBA 범주 비즈니스 Options Pricing Models and Volatility Using Excel-VBA개발한에서 프리웨어 소프트웨어입니다.
Options Pricing Models and Volatility Using Excel-VBA의 최신 버전은 현재 알려진. 처음 2007-10-30에 데이터베이스에 추가 되었습니다.
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