Option Pricing Models and Volatility Using Excel-VBA (Wiley Finance)

T his book constitutes a guide for implementing advanced option pricing models
and volatility in Excel/VBA. It can be used by MBA students specializing in
finance and risk management, by practitioners, and by undergraduate students in
their final year. Emphasis has been placed on implementing the models in VBA,
rather than on the theoretical developments underlying the models. We have made
every effort to explain the models and their coding in VBA as simply as possible.
Every model covered in this book includes one or more VBA functions that can be
accessed on the CD-ROM. We have focused our attention on equity options, and
we have chosen not to include interest rate options. The particularities of interest
rate options place them in a separate class of derivatives.

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