Modeling Book

bembenx74 · January 29th, 2009, 9:20 am

Hi, Can anyone help me, i'm looking for a book that more advance and can be implemented in VBA Excel or others, can give some list of the book?Thq

fab10ab · February 3rd, 2009, 5:12 pm

Try Option Pricing and Volatility by Rouah and Vainberg

WilmottBookshop · February 4th, 2009, 7:29 am

Option Pricing Models and Volatility Using Excel-VBA by Fabrice Douglas Rouah & Gregory Vainberg

niki5 · February 4th, 2009, 8:22 am

QuoteOriginally posted by: fab10abTry Option Pricing and Volatility by Rouah and VainbergNice book Fabrice- we are wating for the second edition and dont forget to include this time merton- and bates model