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Options Book in VBA

Posted: May 2nd, 2011, 9:15 am
by Tinkerz1
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

Options Book in VBA

Posted: May 3rd, 2011, 9:44 am
by pcerutti
If you are not interested in the VBA code, have a look at http://www.hoadley.net/options/strategymodel.htm

Options Book in VBA

Posted: May 3rd, 2011, 6:29 pm
by Tinkerz1
thanks, i will take a look if they do a demo, but still after vba code