Options Book in VBA

Tinkerz1 · May 2nd, 2011, 9:15 am

I purchased the book Option Pricing Models & Volatility be Rouah and Vainberg, that has a very good VBA CD with it.This website recommeded it, so I am back with another question Can someone recommend me an option book or books with VBA code for Options strategies that include Volatility arbitrage as well as bull/bearish strategies.I am looking for charts/graphs on payoff ratios etc , upside downside volatility measures and Options Portfolio TheoryMany thanksTinkerz

pcerutti · May 3rd, 2011, 9:44 am

If you are not interested in the VBA code, have a look at http://www.hoadley.net/options/strategymodel.htm

Tinkerz1 · May 3rd, 2011, 6:29 pm

thanks, i will take a look if they do a demo, but still after vba code