The Heston Model and Its Extensions in VBA (Wiley Finance) - Image 1

£102.94

Wiley The Heston Model and Its Extensions in VBA (Wiley Finance)

Name: The Heston Model and Its Extensions in VBA (Wiley Finance)
Brand: Wiley
Price: 101.99 GBP
Availability: InStock

Options

Price History & Forecast

Last 19 days • 19 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 19 days • 2 price levels

Days at Price

Current Price

Price Analysis

Most common price: £102 (17 days, 89.5%)

Price range: £102 - £103

Price levels: 2 different prices over 19 days

Description

Practical options pricing for better-informed investment decisions. The Heston Model and Its Extensions in VBA is the definitive guide to options pricing using two of the derivatives industry's most powerful modeling tools―the Heston model, and VBA. Light on theory, this extremely useful reference focuses on implementation, and can help investors more efficiently―and accurately―exploit market information to better inform investment decisions. Coverage includes a description of the Heston model, with specific emphasis on equity options pricing and variance modeling, The book focuses not only on the original Heston model, but also on the many enhancements and refinements that have been applied to the model, including methods that use the Fourier transform, numerical integration schemes, simulation, methods for pricing American options, and much more. The companion website offers pricing code in VBA that resides in an extensive set of Excel spreadsheets. The Heston model is the derivatives industry's most popular stochastic volatility model for pricing equity derivatives. This book provides complete guidance toward the successful implementation of this valuable model using the industry's ubiquitous financial modeling software, giving users the understanding―and VBA code―they need to produce option prices that are more accurate, and volatility surfaces that more closely reflect market conditions. Derivatives pricing is often the hinge on which profit is made or lost in financial institutions, making accuracy of utmost importance. This book will help risk managers, traders, portfolio managers, quants, academics and other professionals better understand the Heston model and its extensions, in a writing style that is clear, concise, transparent and easy to understand. For better pricing accuracy, The Heston Model and Its Extensions in VBA is a crucial resource for producing more accurate model outputs such as prices, hedge ratios, volatilities, and graphs.

Key Features

The Heston Model and Its Extensions in VBA (Wiley Finance)

Product type: ABIS BOOK

Brand: Wiley

Product Specifications

Brand: Wiley
Format: Paperback
ASIN: 111900330X
Category: Books > Subjects > Business, Finance & Law > Professional Finance > Investments & Securities > Options
Domain: Amazon UK
Release Date: 29 May 2015
Listed Since: 01 July 2014

Barcode

No barcode data available

Wiley The Heston Model and Its Extensions in VBA (Wiley Finance)

Price History & Forecast

Price Distribution

Price Analysis

Description

Key Features

Product Specifications

Barcode

Similar Products You Might Like

Option Pricing Models and Volatility Using Excel-VBA

The Heston Model and its Extensions in Matlab and C#, + Website (Wiley Finance)

How to Implement Market Models Using VBA (The Wiley Finance Series)

Volatility: Practical Options Theory (Wiley Finance)

How to Calculate Options Prices and Their Greeks: Exploring the Black Scholes Model from Delta to Vega (The Wiley Finance Series)

Volatility Surface and Term Structure: High-profit Options Trading Strategies (Routledge Advances in Risk Management)

Routledge Volatility Surface and Term Structure Book

MODELING AND PRICING OF SWAPS FOR FINANCIAL AND ENERGY MARKETS WITH STOCHASTIC VOLATILITIES

Pricing Models of Volatility Products and Exotic Variance Derivatives (Chapman and Hall/CRC Financial Mathematics Series)

Options, Futures, and Exotic Derivatives: Theory, Application and Practice

Foreign Exchange Option Pricing: A Practitioner's Guide (The Wiley Finance Series)

Pricing Models of Volatility Products and Exotic Variance Derivatives (Chapman and Hall/CRC Financial Mathematics Series)

Financial Modelling: Theory, Implementation and Practice with MATLAB Source (The Wiley Finance Series)

Options, Futures and Exotic Derivatives: Theory, Application and Practice (Frontiers in Finance Series)

Derivatives: Models on Models (The Wiley Finance Series)

Asymptotic Chaos Expansions in Finance: Theory and Practice (Springer Finance)

Equity Derivatives and Hybrids: Markets, Models and Methods (Applied Quantitative Finance)

FX Options and Smile Risk: 465 (The Wiley Finance Series)

Analytically Tractable Stochastic Stock Price Models (Springer Finance)

Malliavin Calculus in Finance: Theory and Practice (Chapman and Hall/CRC Financial Mathematics Series)

Professional Financial Computing Using Excel and VBA (Wiley Finance)

Mathematical Finance: Theory, Modeling, Implementation

Stochastic Simulation and Applications in Finance with MATLAB Programs (The Wiley Finance Series)

Derivatives Analytics with Python: Data Analysis, Models, Simulation, Calibration and Hedging (The Wiley Finance Series)