The Heston Model and its Extensions in Matlab and C# More Books Like This

Financial Modelling Financial Modelling
Financial Modelling
2012
Option Pricing Models and Volatility Using Excel-VBA Option Pricing Models and Volatility Using Excel-VBA
Option Pricing Models and Volatility Using Excel-VBA
2012
Implementing Models in Quantitative Finance: Methods and Cases Implementing Models in Quantitative Finance: Methods and Cases
Implementing Models in Quantitative Finance: Methods and Cases
2007
A Workout in Computational Finance A Workout in Computational Finance
A Workout in Computational Finance
2013
Interest Rate Derivatives Interest Rate Derivatives
Interest Rate Derivatives
2013
Quantitative Finance Quantitative Finance
Quantitative Finance
2019
How to Implement Market Models Using VBA How to Implement Market Models Using VBA
How to Implement Market Models Using VBA
2015
Pricing Interest-Rate Derivatives Pricing Interest-Rate Derivatives
Pricing Interest-Rate Derivatives
2008
Fitting Local Volatility Fitting Local Volatility
Fitting Local Volatility
2020
The Mathematics of Derivatives Securities with Applications in MATLAB The Mathematics of Derivatives Securities with Applications in MATLAB
The Mathematics of Derivatives Securities with Applications in MATLAB
2012
Option Pricing and Estimation of Financial Models with R Option Pricing and Estimation of Financial Models with R
Option Pricing and Estimation of Financial Models with R
2011
Derivatives Analytics with Python Derivatives Analytics with Python
Derivatives Analytics with Python
2015
Numerical Methods in Finance and Economics Numerical Methods in Finance and Economics
Numerical Methods in Finance and Economics
2013
Derivative Security Pricing Derivative Security Pricing
Derivative Security Pricing
2015
Stochastic Finance Stochastic Finance
Stochastic Finance
2006