Fabrice D. Rouah
Жанры и тэги:
Option Pricing Models and Volatility Using Excel-VBA
This comprehensive guide offers traders, quants, and students the tools and techniques for using advanced models for pricing options. The accompanying…
Подробнее
The Heston Model and its Extensions in Matlab and C#
Tap into the power of the most popular stochastic volatility model for pricing equity derivatives Since its introduction in 1993, the Heston model has…
ПодробнееOption Pricing Models and Volatility Using Excel-VBA
This comprehensive guide offers traders, quants, and students the tools and techniques for using advanced models for pricing options. The accompanying…
Подробнее
The Heston Model and Its Extensions in VBA
Practical options pricing for better-informed investment decisions. The Heston Model and Its Extensions in VBA is the definitive guide to options pric…
ПодробнееThe Heston Model and Its Extensions in VBA
Practical options pricing for better-informed investment decisions. The Heston Model and Its Extensions in VBA is the definitive guide to options pric…
ПодробнееThe Heston Model and its Extensions in Matlab and C#
Tap into the power of the most popular stochastic volatility model for pricing equity derivatives Since its introduction in 1993, the Heston model has…
Подробнее