Автор: Gregory Vainberg
Option Pricing Models and Volatility Using Excel-VBA
Gregory Vainberg
This comprehensive guide offers traders, quants, and students the tools and techniques for using advanced models for pricing options. The accompanying website includes data files, such as options prices, stock prices, or index prices, as well as...
The Heston Model and its Extensions in Matlab and C#
Gregory Vainberg
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...
