--- product_id: 11008909 title: "Option Pricing Models and Volatility Using Excel-VBA (Wiley Finance)" price: "SAR 382" currency: SAR in_stock: true reviews_count: 10 url: https://www.desertcart.com.sa/products/11008909-option-pricing-models-and-volatility-using-excel-vba-wiley-finance store_origin: SA region: Saudi Arabia --- # Option Pricing Models and Volatility Using Excel-VBA (Wiley Finance) **Price:** SAR 382 **Availability:** ✅ In Stock ## Quick Answers - **What is this?** Option Pricing Models and Volatility Using Excel-VBA (Wiley Finance) - **How much does it cost?** SAR 382 with free shipping - **Is it available?** Yes, in stock and ready to ship - **Where can I buy it?** [www.desertcart.com.sa](https://www.desertcart.com.sa/products/11008909-option-pricing-models-and-volatility-using-excel-vba-wiley-finance) ## Best For - Customers looking for quality international products ## Why This Product - Free international shipping included - Worldwide delivery with tracking - 15-day hassle-free returns ## Description 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 Review: A Great Book to Own - This is a great book to own. I'm doing trading job on the street and also need to build models all the time. I was looking for a handy book explaining how to build some models using Excel VBA. And this is the only book I found in the market which exactly fits my needs. The model building methodologies are clear and advanced, code is very applicable, not hard to understand and implement yourself. The most important, the models author introduced in the book are very useful and exactly what we need to build and use in my job. So generally, it's a must-have book if you're working on the trading floor or need to build models using VBA. BTW, the book omits some codes (as some reviewer points out), but don't worry, all the completed codes can be found in the disk. So it's not a problem if you use the disk. Review: Terrible code - The book does a competent (although not outstanding) job covering option pricing models as well as volatility models like GARCH and the Heston Volatility Model. However, the code examples are incredibly sloppy. As just one example, look at the second function on page 16. It declares four variables that are never used in the function, while other variables are used without declaration. The use of arrays does not conform to accepted VBA practice. While none of these is an actual error, it illustrates the severe sloppiness of the code. In other places (some of which have been pointed out by other reviewers), it does result in errors. I found myself rewriting almost all the code. It is, however, to the book's credit that between the text and the code illustrations, it is possible to figure out what to do if you're a VBA programmer. ## Features - This does not come with CD. - The material can be downloaded from link provide inside the book. ## Technical Specifications | Specification | Value | |---------------|-------| | Best Sellers Rank | #2,368,437 in Books ( See Top 100 in Books ) #561 in Spreadsheet Books #740 in Options Trading (Books) #1,246 in Business Finance | | Customer Reviews | 3.6 out of 5 stars 36 Reviews | ## Images ![Option Pricing Models and Volatility Using Excel-VBA (Wiley Finance) - Image 1](https://m.media-amazon.com/images/I/71nltlSGQXL.jpg) ## Customer Reviews ### ⭐⭐⭐⭐⭐ A Great Book to Own *by J***S on March 8, 2010* This is a great book to own. I'm doing trading job on the street and also need to build models all the time. I was looking for a handy book explaining how to build some models using Excel VBA. And this is the only book I found in the market which exactly fits my needs. The model building methodologies are clear and advanced, code is very applicable, not hard to understand and implement yourself. The most important, the models author introduced in the book are very useful and exactly what we need to build and use in my job. So generally, it's a must-have book if you're working on the trading floor or need to build models using VBA. BTW, the book omits some codes (as some reviewer points out), but don't worry, all the completed codes can be found in the disk. So it's not a problem if you use the disk. ### ⭐⭐⭐ Terrible code *by A***Z on December 22, 2010* The book does a competent (although not outstanding) job covering option pricing models as well as volatility models like GARCH and the Heston Volatility Model. However, the code examples are incredibly sloppy. As just one example, look at the second function on page 16. It declares four variables that are never used in the function, while other variables are used without declaration. The use of arrays does not conform to accepted VBA practice. While none of these is an actual error, it illustrates the severe sloppiness of the code. In other places (some of which have been pointed out by other reviewers), it does result in errors. I found myself rewriting almost all the code. It is, however, to the book's credit that between the text and the code illustrations, it is possible to figure out what to do if you're a VBA programmer. ### ⭐⭐⭐⭐⭐ Every quant should have one *by A***) on January 18, 2011* I bought this book when it was released in 2007. It is 3 years old and falling apart - not because it was badly put together but because I use it so frequently. This is not a book for a novice or a rookie trader. It is a resource for any quant, quant developer or experienced trader with a quantitative mind. If you need to develop option pricing models, you can start here. The VBA code given is an excellent resource and often a starting point for building new option pricers. However, beware, the code is not always easy to follow and seldom optimized or efficiently written. This is not an issue though because the models can easily be optimized if you know your way around VBA. ## Frequently Bought Together - Option Pricing Models and Volatility Using Excel-VBA - The Complete Guide to Option Pricing Formulas --- ## Why Shop on Desertcart? - 🛒 **Trusted by 1.3+ Million Shoppers** — Serving international shoppers since 2016 - 🌍 **Shop Globally** — Access 737+ million products across 21 categories - 💰 **No Hidden Fees** — All customs, duties, and taxes included in the price - 🔄 **15-Day Free Returns** — Hassle-free returns (30 days for PRO members) - 🔒 **Secure Payments** — Trusted payment options with buyer protection - ⭐ **TrustPilot Rated 4.5/5** — Based on 8,000+ happy customer reviews **Shop now:** [https://www.desertcart.com.sa/products/11008909-option-pricing-models-and-volatility-using-excel-vba-wiley-finance](https://www.desertcart.com.sa/products/11008909-option-pricing-models-and-volatility-using-excel-vba-wiley-finance) --- *Product available on Desertcart Saudi Arabia* *Store origin: SA* *Last updated: 2026-05-11*