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Jul 25

A Course in Derivative Securities: Introduction to Theory and Computation

Posted by abiao at 08:09 | Code » VBA/Excel | Comments(0) | Reads(9814)
A textbook for a second course in derivatives at the undergraduate or MBA level or for a first course in a financial engineering program. The option pricing functions in the book (including worksheet examples and the VBA source code) are available in this Excel workbook.

http://www.kerryback.net/


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