The Heston Model and Its Extensions in Matlab and C#, + Website |
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| Author:
| Rouah, Fabrice D. |
| Foreword by:
| Heston, Steven L. |
| Series title: | Wiley Finance Ser. |
| ISBN: | 978-1-118-54825-7 |
| Publication Date: | Sep 2013 |
| Publisher: | John Wiley & Sons, Incorporated
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| Book Format: | Paperback |
| List Price: | USD $141.00 |
Book Description:
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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.
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.