---
product_id: 11008909
title: "Option Pricing Models and Volatility Using Excel-VBA (Wiley Finance)"
brand: "fabrice d. rouahgregory vainberg"
price: "฿7990"
currency: THB
in_stock: true
reviews_count: 8
url: https://www.desertcart.co.th/products/11008909-option-pricing-models-and-volatility-using-excel-vba-wiley-finance
store_origin: TH
region: Thailand
---

# Option Pricing Models and Volatility Using Excel-VBA (Wiley Finance)

**Brand:** fabrice d. rouahgregory vainberg
**Price:** ฿7990
**Availability:** ✅ In Stock

## Quick Answers

- **What is this?** Option Pricing Models and Volatility Using Excel-VBA (Wiley Finance) by fabrice d. rouahgregory vainberg
- **How much does it cost?** ฿7990 with free shipping
- **Is it available?** Yes, in stock and ready to ship
- **Where can I buy it?** [www.desertcart.co.th](https://www.desertcart.co.th/products/11008909-option-pricing-models-and-volatility-using-excel-vba-wiley-finance)

## Best For

- fabrice d. rouahgregory vainberg enthusiasts

## Why This Product

- Trusted fabrice d. rouahgregory vainberg brand quality
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## Description

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## 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

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*Product available on Desertcart Thailand*
*Store origin: TH*
*Last updated: 2026-03-10*