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  • THE HESTON MODEL AND ITS EXTENSIONS IN MATLAB AND C#
    ebook
    THE HESTON MODEL AND ITS EXTENSIONS IN MATLAB AND C#
    FABRICE D. ROUAH
    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 provides a thorough derivation of the original model, and includes the most imp...

    $1,586.00

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