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Steven Heston L. The Heston Model and Its Extensions in VBA steven heston l  the heston model and its extensions in vba
Practical options pricing for better-informed investment decisions. The Heston Model and Its Extensions in VBA is the definitive guide to options pricing using two of the derivatives industry's most powerful modeling tools—the Heston model, and VBA. Light on theory, this extremely useful reference focuses on implementation, and can help investors more efficiently—and accurately—exploit market information to better inform investment decisions. Coverage includes a description of the Heston model, with specific emphasis on equity options pricing and variance modeling, The book focuses not only on the original Heston model, but also on the many enhancements and refinements that have been applied to the model, including methods that use the Fourier transform, numerical integration schemes, simulation, methods for pricing American options, and much more. The companion website offers pricing code in VBA that resides in an extensive set of Excel spreadsheets. The Heston model is the derivatives industry's most popular stochastic volatility model for pricing equity derivatives. This book provides complete guidance toward the successful implementation of this valuable model using the industry's ubiquitous financial modeling software, giving users the understanding—and VBA code—they need to produce option prices that are more accurate, and volatility surfaces that more closely reflect market conditions. Derivatives pricing is often the hinge on which profit is made or lost in financial institutions, making accuracy of utmost importance. This book will help risk managers, traders, portfolio managers, quants, academics and other professionals better understand the Heston model and its extensions, in a writing style that is clear, concise, transparent and easy to understand. For better pricing accuracy, The Heston Model and Its Extensions in VBA is a crucial resource for producing more accurate model outputs such as prices, hedge ratios, volatilities, and graphs.
9171.81 RUR
Steven Heston L. The Heston Model and its Extensions in Matlab and C# steven heston l  the heston model and its extensions in vba
Tap into the power of the most popular stochastic volatility model for pricing equity derivatives Since its introduction in 1993, the Heston model has become a popular model for pricing equity derivatives, and the most popular stochastic volatility model in financial engineering. This vital resource provides a thorough derivation of the original model, and includes the most important extensions and refinements that have allowed the model to produce option prices that are more accurate and volatility surfaces that better reflect market conditions. The book's material is drawn from research papers and many of the models covered and the computer codes are unavailable from other sources. The book is light on theory and instead highlights the implementation of the models. All of the models found here have been coded in Matlab and C#. This reliable resource offers an understanding of how the original model was derived from Ricatti equations, and shows how to implement implied and local volatility, Fourier methods applied to the model, numerical integration schemes, parameter estimation, simulation schemes, American options, the Heston model with time-dependent parameters, finite difference methods for the Heston PDE, the Greeks, and the double Heston model. A groundbreaking book dedicated to the exploration of the Heston model—a popular model for pricing equity derivatives Includes a companion website, which explores the Heston model and its extensions all coded in Matlab and C# Written by Fabrice Douglas Rouah a quantitative analyst who specializes in financial modeling for derivatives for pricing and risk management Engaging and informative, this is the first book to deal exclusively with the Heston Model and includes code in Matlab and C# for pricing under the model, as well as code for parameter estimation, simulation, finite difference methods, American options, and more.
8254.63 RUR
Gregory  Vainberg Option Pricing Models and Volatility Using Excel-VBA steven heston l  the heston model and its extensions in vba
This comprehensive guide offers traders, quants, and students the tools and techniques for using advanced models for pricing options. The accompanying website includes data files, such as options prices, stock prices, or index prices, as well as all of the codes needed to use the option and volatility models described in the book. Praise for Option Pricing Models & Volatility Using Excel-VBA «Excel is already a great pedagogical tool for teaching option valuation and risk management. But the VBA routines in this book elevate Excel to an industrial-strength financial engineering toolbox. I have no doubt that it will become hugely successful as a reference for option traders and risk managers.» —Peter Christoffersen, Associate Professor of Finance, Desautels Faculty of Management, McGill University «This book is filled with methodology and techniques on how to implement option pricing and volatility models in VBA. The book takes an in-depth look into how to implement the Heston and Heston and Nandi models and includes an entire chapter on parameter estimation, but this is just the tip of the iceberg. Everyone interested in derivatives should have this book in their personal library.» —Espen Gaarder Haug, option trader, philosopher, and author of Derivatives Models on Models «I am impressed. This is an important book because it is the first book to cover the modern generation of option models, including stochastic volatility and GARCH.» —Steven L. Heston, Assistant Professor of Finance, R.H. Smith School of Business, University of Maryland
7031.72 RUR
Steven Voldman H. ESD Testing. From Components to Systems steven heston l  the heston model and its extensions in vba
With the evolution of semiconductor technology and global diversification of the semiconductor business, testing of semiconductor devices to systems for electrostatic discharge (ESD) and electrical overstress (EOS) has increased in importance. ESD Testing: From Components to Systems updates the reader in the new tests, test models, and techniques in the characterization of semiconductor components for ESD, EOS, and latchup. Key features: Provides understanding and knowledge of ESD models and specifications including human body model (HBM), machine model (MM), charged device model (CDM), charged board model (CBM), cable discharge events (CDE), human metal model (HMM), IEC 61000-4-2 and IEC 61000-4-5. Discusses new testing methodologies such as transmission line pulse (TLP), to very fast transmission line pulse (VF-TLP), and future methods of long pulse TLP, to ultra-fast TLP (UF-TLP). Describes both conventional testing and new testing techniques for both chip and system level evaluation. Addresses EOS testing, electromagnetic compatibility (EMC) scanning, to current reconstruction methods. Discusses latchup characterization and testing methodologies for evaluation of semiconductor technology to product testing. ESD Testing: From Components to Systems is part of the authors’ series of books on electrostatic discharge (ESD) protection; this book will be an invaluable reference for the professional semiconductor chip and system-level ESD and EOS test engineer. Semiconductor device and process development, circuit designers, quality, reliability and failure analysis engineers will also find it an essential reference. In addition, its academic treatment will appeal to both senior and graduate students with interests in semiconductor process, device physics, semiconductor testing and experimental work.
7417.62 RUR
Steven  Maras Objectivity in Journalism steven heston l  the heston model and its extensions in vba
Objectivity in journalism is a key topic for debate in media, communication and journalism studies, and has been the subject of intensive historical and sociological research. In the first study of its kind, Steven Maras surveys the different viewpoints and perspectives on objectivity. Going beyond a denunciation or defence of journalistic objectivity, Maras critically examines the different scholarly and professional arguments made in the area. Structured around key questions, the book considers the origins and history of objectivity, its philosophical influences, the main objections and defences, and questions of values, politics and ethics. This book examines debates around objectivity as a transnational norm, focusing on the emergence of objectivity in the US, while broadening out discussion to include developments around objectivity in the UK, Australia, Asia and other regions.
4277.12 RUR
Steven Bragg M. Cost Reduction Analysis. Tools and Strategies steven heston l  the heston model and its extensions in vba
Discover the tools for knowing the costs your company should cut, without impacting its ability to deliver goods and services New from Steve Bragg, this book provides the tools for determining which costs a company should cut, without impacting its ability to deliver goods and services. It explains how to use throughput analysis in order to locate bottleneck operations in a company, which in turn dictates where capital investments should (and should not) be made. Delves into process analysis, to determine where excess resources are being used in a business process Describes the total cost of ownership, showing how a single purchasing decision actually snowballs into a variety of ancillary costs Shows how to create and use a spend management system to reduce procurement costs Shows how just-in-time systems can be used to eliminate inventory costs Cost Reduction Analysis: Tools and Strategies provides examples to show how much cost can potentially be eliminated to avoid drastic action later that can imperil your corporation's direction and future.
4585.91 RUR
Steven  Cohen Legal, Tax and Accounting Strategies for the Canadian Real Estate Investor steven heston l  the heston model and its extensions in vba
Legal, Tax and Accounting Strategies for the Canadian Real Estate Investor begins and ends with the premise that buying property in Canada can be a smart, safe and successful way to invest your money. However, like most things in life, success requires hard work. You need to do your homework, understand what you are buying, and know the pros and cons of various decisions. Most importantly, you also need to know how to structure and maintain your investment. That's where we come in. Experience is a good teacher-but its lessons can be nasty and, in the real estate business, mistakes can cost you big bucks. Our goal with this book is to help you do it right-the first time. Rest assured that this book covers a vast range of topics and you're going to appreciate its breadth and depth if you're wondering about things like whether: You should opt for a sole proprietorship versus a partnership or corporate ownership strategy. There are things you can do to manage the way HST impacts your real estate investment business. You need information about the tax implications of a real estate disposition. You can change your bookkeeping system to better meet your needs and those of your accountant. Who Are We? This book was written by two individuals whose collective experience in helping Canadians make wise property investment decisions spans several decades. Steve Cohen is a securities lawyer with a great deal of experience in the real estate sector. George Dube is a chartered accountant whose knowledge is based on many years of helping clients with their property buying needs. Both Steve and George are real estate investors themselves. Working from this foundation, we have put together the definitive guide on how to build a successful real estate portfolio in Canada from a legal, tax and accounting perspective.
3057.27 RUR
John Mueller Paul VBA For Dummies steven heston l  the heston model and its extensions in vba
VBA helps you put your computer in its place Write programs that automate tasks and make Office 2007 work better for you If your computer is becoming your boss instead of your servant, start using VBA to tell it what to do! Here's the latest on the VBA IDE and program containers, debugging and controlling your programs, working with multiple applications using a single program, and the most exciting stuff – programming for all the Office 2007 applications. Discover how to Customize an application's interface Quick-launch a VBA program Store and modify information Use VBA with the Ribbon Understand object-oriented programming Avoid runtime errors
1833.75 RUR
Ken  Getz VBA Developer's Handbook steven heston l  the heston model and its extensions in vba
WRITE BULLETPROOF VBA CODE FOR ANY SITUATION This book is the essential resource for developers working with any of the more than 300 products that employ the Visual Basic for Applications programming language. Written by recognized VBA experts, it provides detailed coverage of a wide range of specific VBA programming challenges. Its careful, step-by-step instructions and thousands of lines of code offer answers, while teaching you to devise new and creative solutions. The instruction applies equally to all VBA environments, whether you are building standalone applications or customizing commercial products using their built-in VBA programmability. Coverage Includes Manipulating text, numbers, and dates Using automation to control other applications Creating objects using VBA class modules Using standard search and sort algorithms from within VBA Creating standard dynamic data structures, including linked lists, binary trees, stacks, and queues Working with Windows system information, including memory status, screen info, mouse, keyboard, and power status Working with Windows Registry data Retrieving and setting Windows networking information Working with the Windows file system, iterating through folders, creating and deleting files Adding sound and movies to VBA apps using Windows multimedia extensions Tapping the system capabilities provided by the Windows Scripting Runtime library Writing add-ins for the Visual Basic environment Note: CD-ROM/DVD and other supplementary materials are not included as part of eBook file.
3056.66 RUR
John  Walkenbach Excel VBA Programming For Dummies steven heston l  the heston model and its extensions in vba
Take your data analysis and Excel programming skills to new heights In order to take Excel to the next level, you need to understand and implement the power of Visual Basic for Applications (VBA). This 4th edition of Excel VBA Programming For Dummies introduces you to a wide array of new Excel options, beginning with the most important tools and operations for the Visual Basic Editor. Inside, you'll get the lowdown on the essential elements and concepts for programming with Excel, discover techniques for handling errors and exterminating bugs, working with range objects, controlling program flow, and much more. With the release of Microsoft Office 2016, Excel will see changes in its operating system, and this fun, hands-on guide will make it easier than ever to harness the power of Visual Basic for Applications and create custom applications and macros on the world's most popular spreadsheet tool. Packed with friendly advice on the easiest ways to develop custom dialog boxes, toolbars, and menus, you'll be creating Excel applications custom-fit to your unique needs in no time at all! Provides step-by-step instructions for creating VBA macros to maximize productivity Helps to increase efficiency by demonstrating how to customize your applications so they look and work the way you want Fully updated for Excel 2016 All sample programs, VBA code, and worksheets are available at dummies.com If you're a beginning to intermediate VBA programmer looking to get up to speed on creating customized solutions with Excel applications, Excel VBA Programming For Dummies, 4th Edition makes it easier.
2139.48 RUR
Steven Bragg M. The Vest Pocket Guide to IFRS steven heston l  the heston model and its extensions in vba
Quick answers to your IFRS questions Presented in a question and answer format, The Vest Pocket IFRS provides a brief explanation of each IFRS topic, the issues involved, and the solution. Coverage includes calculations, journal entries, flowcharts outlining various options, footnotes disclosures, and brief examples. Provides quick answers to specific questions in a Q & A format Focuses on the most common accounting problems arising from a particular IFRS topic Calculations, footnotes disclosures, and brief examples are provided Other titles by Bragg: The Vest Pocket Controller, Accounting Best Practies, Sixth Edition, and Just-in-Time Accounting, Third Edition The first book of its kind to answer IFRS issues on the spot, The Vest Pocket IFRS gives you the quick, specific IFRS answers you need right now.
1831.3 RUR
Steven  Bleistein Rapid Organizational Change steven heston l  the heston model and its extensions in vba
A new lean and agile model for more effective change management Rapid Organizational Change gets right to the heart of the change initiative problem, and offers a time- and money-saving solution. The fact that so many change initiatives fail or underperform can be traced back to one major issue: pace. While most change management models stress the importance of timeliness, they remain bound to an organization-wide approach to execution.. By targeting change efforts at specific mid-level layers of management, this book helps you achieve the desired outcome more efficiently while saving time, effort and money. Full of practical advice and real-world examples, this book is your action guide to making change happen in a meaningful way. You'll learn how to continually develop great leadership at the institutional level, and gain real, actionable guidance on putting more women in management positions to help you grab that competitive advantage. Today's disruptive technologies and macro-economic patterns have elevated organizational agility to the rank of survival skill. Change is a constant in business, but it's now coming faster than ever; this book gives you the strategies you need to keep from being left behind. Target mid-level managers for faster change Institute perpetual leadership development outside of HR Correct gender inequality in management positions Utilize your best resources to gain competitive advantage Most change management models have the same inherent problem: by the time new processes and strategies trickle down to every manager and staff member, the opportunity has passed and the change can no longer be effective for its intended purpose. Rapid Organizational Change lays out a new shortcut to help your organization stay out in front.
2014.74 RUR
Steven Strauss D. The Small Business Bible. Everything You Need to Know to Succeed in Your Small Business steven heston l  the heston model and its extensions in vba
An updated third edition of the most comprehensive guide to small business success Whether you're a novice entrepreneur or a seasoned pro, The Small Business Bible offers you everything you need to know to build and grow your dream business. It shows you what really works (and what doesn't!) and includes scores of tips, insider information, stories, and proven secrets of success. Even if you've run your own business for years, this handy guide keeps you up to date on the latest business and tech trends. This Third Edition includes entirely new chapters devoted to social media, mobility and apps, and new trends in online discounting and group buying that are vital to small business owners everywhere. New chapters include: How to use Facebook, Twitter, and other social media tools to engage customers and potential stakeholders How to generate leads and win strategic partnerships with LinkedIn How to employ videos and YouTube to further your brand What you need to know about Groupon and group discount buying What mobile marketing can do for your business Give your small business its best shot by understanding the best and latest small business strategies, especially in this transformative and volatile period. The Small Business Bible offers every bit of information you'll need to know to succeed.
1403.29 RUR
Steven Davidoff M. Gods at War. Shotgun Takeovers, Government by Deal, and the Private Equity Implosion steven heston l  the heston model and its extensions in vba
An engaging exploration of modern-day deals and deal-making Gods at War details the recent deals and events that have forever changed the world of billion-dollar deal-making. This book is a whirlwind tour of the players determining the destiny of corporate America, including the government, private equity, strategic buyers, hedge funds, and sovereign wealth funds. It not only examines many of the game-changing takeover events that have occurred in the past years, but also puts them into context and exposes what is really going on behind the scenes on Wall Street. Gods at War completely covers the strategic issues that guide the modern-day deal, and since they unfold under the shadow of the law, it also focuses on the legal aspects of deal-making and takeovers. Each chapter unfolds through the lens of a recent transaction, from the battle between Yahoo! and Microsoft to the United Rental/Cerberus dispute Provides in-depth explanations and analysis of the events and actors that have shaped this fast-moving field Examines the federal government's regulation by deal approach to saving the financial system and explains the government's biggest «deals», including its bail-outs of AIG, Bank of America, and Citigroup Filled with in-depth insights that will enhance your understanding of this field, Gods at War offers an engaging look at deals and deal-makers in the context of recent historical events. It's a book for those who want to understand deals, takeovers, and the people and institutions who shape our world.
1158.71 RUR
Steven  Collings Frequently Asked Questions in International Standards on Auditing steven heston l  the heston model and its extensions in vba
Auditing has hit the headlines over recent years, and for all the wrong reasons, and in today’s environment, the result of negligent auditing can be serious resulting in sizeable fines and even withdrawal of audit registration which can be costly in terms of fee income. Frequently Asked Questions in International Standards on Auditing presents the relevant standards in a concise and jargon-free way, enabling auditors to appreciate the reasoning behind the standards and undertake audit work effectively. This book focuses on the main areas of the auditing standards and also addresses some key areas where audit firms are failing and which have been flagged up by audit regulators. The FAQs cover the main parts of each standard, and each question will be answered in a practical context, with worked examples showing how the standards are applied in real situations.
3057.27 RUR