Currency option pricing binomial model excel vba

Posted: evo-r Date: 28.05.2017

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Object Oriented Aspects, basic VBA Macros — Subroutines, MsgBox, Macro recording and Editing, Visual basic Editor, Variables, Arrays, Control structures, Loops, EXCEL functions within VBA, Macro and spread sheet communication, Examples, User defined functions, Add-ins. Black—Scholes formula, Hedge portfolios, Risk-neutral valuation, Binomial tree, Put—call parity, Dividends, American options, Numerical methods, Volatility and non-normal share returns.

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Simplified binomial tree, Jarrow and Rudd, Cox, Ross and Rubinstein tree, Leisen and Reimer tree, Comparison of CRR and LR trees, Binomial approximations, Options on currencies and commodities, Greeks. Numerical Methods for Options.

currency option pricing binomial model excel vba

Monte Carlo simulation, Antithetic variables, Quasi-random sampling, Comparing simulation methods, Calculating greeks, Numerical integration. Implied volatility, Adapting for skewness and kurtosis, Volatility Smile.

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Options on Bonds Valuation. Note - Course content and topics to be covered in the training can be customized as per requirement for Corporates. Based on the syllabus, contents and other requirements for the corporate training, scope with detailed inclusions and exclusions along with the fee will be shared.

Option Pricing Models and Volatility Using Excel-VBA - Fabrice D. Rouah, Gregory Vainberg - Google Livres

Template by OS Templates. Buy - Video Tutorials Register Me PAYPAL - Buy Search: Faculty profile FEES for Corporates Based on the syllabus, contents and other requirements for the corporate training, scope with detailed inclusions and exclusions along with the fee will be shared.

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