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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. This vital resource provides a thorough derivation of the original model, and includes the most important extensions and refinements that have allowed the model to produce option prices that are more accurate and volatility surfaces that better reflect market conditions. The book's material is drawn from rese

Options (Finance) --- Finance --- C# (Computer program language) --- Mathematical models. --- Prices. --- MATLAB.

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Praise for Option Pricing Models & Volatility Using Excel-VBA""Excel is already a great pedagogical tool for teaching option valuation and risk management. But the VBA routines in this book elevate Excel to an industrial-strength financial engineering toolbox. I have no doubt that it will become hugely successful as a reference for option traders and risk managers.""--Peter Christoffersen, Associate Professor of Finance, Desautels Faculty of Management, McGill University""This book is filled with methodology and techniques on how to implement option pricing and volatility m

Capital investments. --- Capital investments - Evaluation - Mathematical models. --- Evaluation. --- Mathematical models. --- Options (Finance) - Mathematical models. --- Options (Finance) - Prices. --- Options (Finance). --- Prices. --- Options (Finance) --- Capital investments --- Finance --- Business & Economics --- Investment & Speculation --- Prices --- Evaluation --- Mathematical models --- Microsoft Excel (Computer file) --- Microsoft Visual Basic for applications. --- Capital expenditures --- Capital improvements --- Capital spending --- Fixed asset expenditures --- Plant and equipment investments --- Plant investments --- Call options --- Calls (Finance) --- Listed options --- Options exchange --- Options market --- Options trading --- Put and call transactions --- Put options --- Puts (Finance) --- Excel Visual Basic for applications --- Microsoft Excel Visual Basic for applications --- Visual Basic for applications --- VBA --- Visual Basic programming system, applications edition --- Microsoft Excel for the Macintosh --- Microsoft Excel for Windows --- Excel (Computer file) --- Excel for Windows --- Microsoft Excel for Windows 95 --- Excel 97 --- Microsoft Excel 97 for Windows --- Excel 2000 --- Excel 2000 for Windows 95 --- Microsoft Excel 2002 --- Microsoft Office Excel 2003 --- Excel 2003 --- Microsoft Excel 2007 --- Excel 2007 --- Excel 2010 --- Microsoft Excel 2013 --- Excel 2013 --- Investments --- Derivative securities --- Evaluation&delete& --- E-books --- Microsoft Excel 2016 --- Excel 2016 --- Capital structure --- International financial management --- Programming

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