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Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Stochastic Volatility Models: Heston, SABR, and Applications in Options Pricing: A Practical Guide to Advanced Volatility Modeling, Calibration, and M

Stochastic Volatility Models: Heston, SABR, and Applications in Options Pricing: A Practical Guide to Advanced Volatility Modeling, Calibration, and M

Paperback

Investing & Finance

Currently unavailable to order

ISBN13: 9798264345234
Publisher: Independently Published
Published: Sep 8 2025
Pages: 770
Weight: 2.23
Height: 1.53 Width: 6.00 Depth: 9.00
Language: English
Reactive Publishing

Volatility is the beating heart of modern options pricing, and mastering it is essential for traders, analysts, and quantitative finance professionals. Stochastic Volatility Models: Heston, SABR, and Applications in Options Pricing provides a rigorous yet practical exploration of two of the most influential models in quantitative finance.

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Munrow, Danny

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Investing & Finance