The Heston model and its extensions in Matlab and C♯ /

• Main Author: Rouah, Fabrice, 1964-
• Format: eBook
• Language: English
• Published: Hoboken, New Jersey : John Wiley & Sons, Inc., [2013]
• Series: Wiley finance series.
• Subjects: MATLAB.; Options (Finance) > Mathematical models.; Options (Finance) > Prices.; Finance > Mathematical models.; C# (Computer program language); BUSINESS & ECONOMICS > Investments & Securities > General.; C♯ (Computer program language); Electronic books.

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. This vital resource...