The Heston Model and Its Extensions in VBA |
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| Author:
| Rouah, Fabrice D. |
| Foreword by:
| Heston, Steven L. |
| Series title: | Wiley Finance Ser. |
| ISBN: | 978-1-119-00330-4 |
| Publication Date: | Apr 2015 |
| Publisher: | John Wiley & Sons, Limited
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| Book Format: | Paperback |
| List Price: | AUD $248.95 |
Book Description:
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Practical options pricing for better-informed investment decisions.
The Heston Model and Its Extensions in VBA is the definitive guide to options pricing using two of the derivatives industry′s most powerful modeling tools the Heston model, and VBA.
Practical options pricing for better-informed investment decisions. The Heston Model and Its Extensions in VBA is the definitive guide to options pricing using two of the derivatives industry′s most powerful modeling tools the Heston model, and VBA.