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Option pricing models and volatility using Excel-VBA (Record no. 376568)

000 -LEADER
fixed length control field 03587cam a2200649Ia 4500
001 - CONTROL NUMBER
control field ocn299750758
003 - CONTROL NUMBER IDENTIFIER
control field OCoLC
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20140120114046.0
006 - FIXED-LENGTH DATA ELEMENTS--ADDITIONAL MATERIAL CHARACTERISTICS--GENERAL INFORMATION
fixed length control field m o d
007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION
fixed length control field cr cn|
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 090127s2007 njua ob 001 0 eng d
040 ## - CATALOGING SOURCE
Original cataloging agency
Language of cataloging eng
Transcribing agency EBLCP
Modifying agency OCLCQ
-- N$T
-- TEFOD
-- CNCGM
-- E7B
-- OCLCQ
-- DKU
-- OCLCQ
-- B24X7
-- REDDC
-- OCLCQ
-- OCLCO
-- IDEBK
-- OCLCQ
016 7# - NATIONAL BIBLIOGRAPHIC AGENCY CONTROL NUMBER
Canceled or invalid record control number 013618682
Source Uk
019 ## -
-- 124064990
-- 178405181
-- 426466178
-- 647762710
-- 711914413
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9780470125755
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 0470125756
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Cancelled/invalid ISBN 0471794643 (Paper)
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
Cancelled/invalid ISBN 9780471794646 (paper/cd-rom)
035 ## - SYSTEM CONTROL NUMBER
System control number (OCoLC)299750758
Canceled/invalid control number (OCoLC)124064990
-- (OCoLC)178405181
-- (OCoLC)426466178
-- (OCoLC)647762710
-- (OCoLC)711914413
037 ## - SOURCE OF ACQUISITION
Stock number EBL290290
Source of stock number/acquisition Ebook Library
Note http://www.eblib.com
050 #4 - LIBRARY OF CONGRESS CALL NUMBER
Classification number HG6024.A3
Item number R678 2007eb
072 #7 - SUBJECT CATEGORY CODE
Subject category code BUS
Subject category code subdivision 036000
Source bisacsh
082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 332.64/53
Edition number 22
049 ## - LOCAL HOLDINGS (OCLC)
Holding library ISIA
100 1# - MAIN ENTRY--PERSONAL NAME
Personal name Rouah, Fabrice,
Dates associated with a name 1964-
245 10 - TITLE STATEMENT
Title Option pricing models and volatility using Excel-VBA
Medium [electronic resource] /
Statement of responsibility, etc Fabrice Douglas Rouah, Gregory Vainberg.
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Place of publication, distribution, etc Hoboken, N.J. :
Name of publisher, distributor, etc John Wiley & Sons,
Date of publication, distribution, etc c2007.
300 ## - PHYSICAL DESCRIPTION
Extent 1 online resource (xi, 441 p.) :
Other physical details ill.
490 1# - SERIES STATEMENT
Series statement Wiley finance
504 ## - BIBLIOGRAPHY, ETC. NOTE
Bibliography, etc Includes bibliographical references (p. 409-412) and index.
505 0# - FORMATTED CONTENTS NOTE
Formatted contents note 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.
520 ## - SUMMARY, ETC.
Summary, etc A practical guide to implementing advanced option pricing models and stochastic volatility using Excel/VBA. This book offers practitioners the tools and techniques needed to use advanced models for pricing options and obtaining volatility. Divided into three comprehensive parts, Option Pricing Models and Volatility Using Excel/VBA describes cutting-edge option pricing formulas and stochastic volatility models.
588 ## -
-- Description based on print version record.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Options (Finance)
General subdivision Prices.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Capital investments
General subdivision Evaluation
-- Mathematical models.
650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Options (Finance)
General subdivision Mathematical models.
630 00 - SUBJECT ADDED ENTRY--UNIFORM TITLE
Uniform title Microsoft Excel (Computer file)
630 00 - SUBJECT ADDED ENTRY--UNIFORM TITLE
Uniform title Microsoft Visual Basic for applications.
630 06 - SUBJECT ADDED ENTRY--UNIFORM TITLE
Uniform title Microsoft Excel.
630 06 - SUBJECT ADDED ENTRY--UNIFORM TITLE
Uniform title Microsoft Visual Basic for applications.
650 #6 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Options (Finances)
General subdivision Prix.
650 #6 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Investissements de capitaux
General subdivision �Evaluation
-- Mod�eles math�ematiques.
650 #6 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Options (Finances)
General subdivision Mod�eles math�ematiques.
650 #7 - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element BUSINESS & ECONOMICS
General subdivision Investments & Securities
-- General.
Source of heading or term bisacsh
655 #4 - INDEX TERM--GENRE/FORM
Genre/form data or focus term Electronic books.
700 1# - ADDED ENTRY--PERSONAL NAME
Personal name Vainberg, Gregory,
Dates associated with a name 1978-
776 08 - ADDITIONAL PHYSICAL FORM ENTRY
Display text Print version:
Main entry heading Rouah, Fabrice, 1964-
Title Option pricing models and volatility using Excel-VBA.
Place, publisher, and date of publication Hoboken, N.J. : John Wiley & Sons, c2007
International Standard Book Number 9780471794646
-- 0471794643
Record control number (DLC) 2006031250
-- (OCoLC)71800572
830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE
Uniform title Wiley finance series.
856 40 - ELECTRONIC LOCATION AND ACCESS
Materials specified EBSCOhost
Uniform Resource Identifier <a href="http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=190552">http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&db=nlabk&AN=190552</a>
938 ## -
-- ebrary
-- EBRY
-- ebr10295877
938 ## -
-- Books 24x7
-- B247
-- bkf00020508
938 ## -
-- Ingram Digital eBook Collection
-- IDEB
-- 82713
938 ## -
-- EBL - Ebook Library
-- EBLB
-- EBL290290
938 ## -
-- EBSCOhost
-- EBSC
-- 190552
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Koha item type E-BOOKS
994 ## -
-- 92
-- INISI

No items available.

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