Ebook: Option Pricing Models and Volatility Using Excel-VBA

Title; Copyright; Dedication; Preface; Chapter 1: Mathematical Preliminaries; Introduction; Complex Numbers; Finding Roots of Functions; OLS and WLS; Nelder-Mead Algorithm; Maximum Likelihood Estimation; Cubic Spline Interpolation; Summary; Exercises; Solutions to Exercises; Chapter 2: Numerical Integration; Introduction; Newton-Coates Formulas; Implementing Newton-Cotes Formulas in VBA; Gaussian Quadratures; Summary; Exercises; Solution to Exercises; Appendix; Chapter 3: Tree-Based Methods; Introduction; CRR Binomial Tree; Leisen-Reimer Binomial Tree; Edgeworth Binomial Tree.