Sign-In
Cart
Stochastic Volatility Mastery: From Heston to SABR in Python: Calibrate, Simulate, and Price Options with Heston, SABR, and Bates Models Using Product
Paperback
Publisher: Independently Published
Published: Sep 19 2025
Pages: 632
Weight: 1.84
Height: 1.27 Width: 6.00 Depth: 9.00
Language: English
Volatility isn't constant, and if your models assume it is, your PnL will suffer. Stochastic Volatility Mastery is the definitive guide to building, calibrating, and deploying realistic volatility models that match how markets actually behave.
This book takes you beyond Black-Scholes, showing you how to implement Heston, SABR, and Bates models step-by-step in Python, calibrate them to market smiles, and use them to price options and manage risk at scale.
Inside, you'll master:
Heston Model Foundations - Closed-form solutions, Monte Carlo simulation, and Greeks.
SABR Calibration & Pricing - Fitting skew/smile and handling extreme strikes.
Bates Model with Jumps - Capturing jump risk for better crisis scenario pricing.
FFT and Monte Carlo Methods - Fast, accurate option pricing approaches.
Practical Calibration Workflows - Optimize parameters with least-squares, MLE, and global search.
Speed Optimization - Use Numba, JAX, and vectorization for real-time execution.
Complete with production-quality Python code and calibration examples, this book bridges theory and practice, giving quants, traders, and developers a toolkit for robust, market-consistent option pricing that holds up under stress.
Also from
Munrow, Danny
Combinatorial & Discrete Mathematics in Finance: A Practical Guide to Portfolio Optimization, Algorithmic Trading, and Risk Modeling
Publishing, Reactive
Bisette, Vincent
Paperback
Probability and Statistics for Finance: A Practical Guide for Quantitative Analysts and Traders
Strauss, Johann
Publishing, Reactive
Paperback
Fourier & Laplace Transforms in Quant Finance: A Practical Guide for Quantitative Analysts and Traders
Strauss, Johann
Van Der Post, Alice
Paperback
Optimization & Numerical Methods in Quant Finance: Advanced Strategies for Pricing and Risk: Harnessing Advanced Numerical Techniques for Derivatives
Van Der Post, Hayden
Munrow, Danny
Paperback
Perfect Garlic: Bold Flavor from Garden to Kitchen: A Complete Guide to Growing, Harvesting, and Cooking with the World's Most Versatile Ingredient
Munrow, Danny
Van Der Post, Lilly
Paperback
AI FP&A Systems: Building Intelligent Financial Planning and Forecasting Workflows with Python & Machine Learning: Integrate Predictive Analytics, Sce
Strauss, Johann
Bisette, Vincent
Paperback
FP&A Mastery 2026: Strategic Forecasting, Budgeting, and Financial Modeling for Modern Analysts: Unlock Elite Financial Insight for the New Era of Str
Van Der Post, Hayden
Strauss, Johann
Paperback
Options & Risk Analytics in Excel: Pricing Models, Greeks, and Monte Carlo Simulation: Build Option Pricing Models, Calculate Greeks, and Run Monte Ca
Kanegi, Takehiro
Preston, James
Paperback
Backyard Beekeeping: A Complete Guide to Raising Thriving Hives and Harvesting Pure Honey
Napolitani, Mariana
Van Der Post, Lilly
Paperback
Advanced Budgeting Playbook: Dynamic Forecasting for FP&A in Uncertain Times: A Comprehensive Guide
Munrow, Danny
Van Der Post, Hayden
Paperback
Market Microstructure & High-Frequency Trading: Building Latency-Optimized Strategies for Modern Markets: Order Book Dynamics, Smart Order Routing, an
Van Der Post, Hayden
Preston, James
Paperback
Black-Scholes with Python: From Closed-Form Pricing to Real-Market Greeks: Fast Pricing, Implied Volatility, and Risk Reports with Vectorized NumPy, N
Munrow, Danny
Preston, James
Paperback
Machine Learning for Volatility Forecasting: LSTMs, Transformers, and Regime Models: Deep Learning Models for Realized Volatility, Implied Vol Surface
Munrow, Danny
Preston, James
Paperback
Systematic Options Income: Delta-Neutral Strategies with Greeks and Vol Surfaces: Build Consistent Income with Delta-Neutral Portfolios, Gamma Scalpin
Preston, James
Munrow, Danny
Paperback
Portfolio Optimization Engines with AI: Black-Litterman, Hierarchical Risk Parity, neural allocators, entropy-based allocators
Van Der Post, Hayden
Whitmore, Sterling
Paperback
Reinforcement Learning for Live Market Execution: Building RL agents with action penalties, slippage modelling, market impact.
Whitmore, Sterling
Paperback
Machine Learning for Short-Term Options Trading: Real-time ML models, Greeks-aware prediction engines, earnings-driven IV forecasting.
Whitmore, Sterling
Paperback
Operational FP&A Systems: Building Dashboards, Automations, and Analytics Infrastructure for Modern Finance Teams
Holt, Alexander
Paperback
Volatility Engineering: Systems Built on VIX, VVIX, and Vol Regimes: Short-vol, long-vol, dispersion strategies, volatility clustering.
Whitmore, Sterling
Paperback
Python for Finance 2026: Algorithmic Trading, Risk Engines, and Data-Driven Strategy
Van Der Post, Hayden
Paperback
AI for Electricians: Estimating, Troubleshooting, Wiring Diagrams, and Workflow Automation for Modern Electrical Work
Maddox, Calvin R.
Paperback
Julia Fundamentals: From Syntax to Speed: A practical introduction to writing high-performance Julia code for real-world tasks.
Van Der Post, Hayden
Harrington, Maxwell
Paperback
Quantum Finance: Harnessing Quantum Computing, Monte Carlo Simulations, and Portfolio Optimization to Transform Finance and Capital Markets: A Compreh
Preston, James
Van Der Post, Hayden
Paperback
Quantitative Guide to Insurance-Linked Securities (ILS): Cat Bonds, Parametric Triggers, and Risk Transfer Modeling with Python
Bisette, Vincent
Paperback
Tokenized Assets & Digital Securities: Market Architecture, Compliance Engineering, and Global Capital Markets 2030: A Comprehensive Guide to Blockcha
Van Der Post, Hayden
Thorne, Evelyn
Paperback
Algorithmic Options Trading Foundations: Volatility Models, Execution Logic, and Portfolio Systems in Python
Stratton, Cole
Paperback
Volatility Trading Systems with Python: From Vol Surfaces to Gamma Scalping Engines and Dynamic Hedging Automation: Real-Time Volatility Engines, Hedg
Preston, James
Bisette, Vincent
Paperback
Alpine Systems: Risk-Smart Route Planning, Weather Pattern Mastery, and High-Altitude Readiness for 2025 Climbers: A Comprehensive Guide
Munrow, Danny
Wynn, Calder J.
Paperback
Regime-Shift Detection for FP&A: Hidden-State Models, Breakpoints, and Market Regime Filters in Excel & Python
Wexler, Graham
Paperback
The Fractal Algo: Building Recursive Trading Systems for the Modern Market: A Comprehensive Guide with Python
Holbrook, Caden
Paperback
The Beginner's Algo Trading Blueprint: How Anyone Can Build Automated Trading Systems Without a Finance Degree: A Comprehensive Guide
Van Der Post, Hayden
Paperback
Cash Flow Intelligence: A Framework for Predictable, Profitable Cash Flow: Transform Data Into Daily Cash Confidence
Bisette, Vincent
Paperback
Quantum Alpha: Algorithmic Trading Strategies for the Quantum-Inspired Era: A Comprehensive Guide with Q# and Python
Holbrook, Caden
Paperback
Retail Algo Trading Mastery: From Idea to Execution in Python & Live Markets: A Comprehensive Guide with Python
Holbrook, Caden
Paperback
Volatility Engines: Building Adaptive Volatility-Driven Trading Systems in Python: A Comprehensive Guide
Van Der Post, Hayden
Paperback
Execution Intelligence: Building Smart Order Engines for Retail Algorithmic Traders: A Comprehensive Guide
Preston, James
Paperback
Intelligent Aquariums: The Modern Guide to Smart Fishkeeping, Aquascaping, and Automated Tank Ecosystems
Sterling, Reef
Paperback
The FP&A Operating System 2026: AI, Forecasting, Automation & Enterprise Performance: A Comprehensive Guide
Van Der Post, Hayden
Paperback
Excel Copilot for Finance Mastery: AI-Driven Modeling, Forecasting & Automation for 2026: A Comprehensive Guide
Van Der Post, Hayden
Paperback
Python-in-Excel 2026 Edition: The Complete Finance & FP&A Integration Handbook: A Comprehensive Guide
Van Der Post, Hayden
Paperback
AutoGPT Engineering Mastery: A Comprehensive Guide: Designing, Deploying, and Scaling Autonomous AI Agents from Prototype to Production
Munrow, Danny
Reeves Ashford, Damon
Paperback
Forecasting with Precision: Advanced Financial Modeling and Scenario Planning: Techniques for top-down, bottom-up, and hybrid forecasting models using
Van Der Post, Hayden
Wexler, Graham
Paperback
Enterprise GenAI in Finance: Blueprints for Forecasting, Reporting, and Accounting Automation: A Comprehensive Guide
Bisette, Vincent
Paperback
Driver-Based Budgeting: Building Agile FP&A Models. A comprehensive guide: Building the Financial Engine Behind Strategic Agility
Van Der Post, Hayden
Paperback
Excel Volatility & Options Lab: Building End-to-End Pricing, Greeks, and Risk Dashboards in Excel and Python: Building Production-Ready Volatility Mod
Preston, James
Munrow, Danny
Bisette, Vincent
Paperback
The IVF Survival Guide: Emotional, Physical, and Financial Strategies to Navigate Assisted Reproduction: IVF is one of the most life-altering journeys
Munrow, Danny
Lynden, Ava
Paperback
Also in
Investing & Finance
How to Invest $50-$5,000: The Small Investor's Step-By-Step Plan for Low-Risk Investing in Today's Economy
Dunnan, Nancy
Paperback
I Will Teach You to Be Rich: No Guilt. No Excuses. Just a 6-Week Program That Works (Second Edition)
Sethi, Ramit
Paperback
Poor Charlie's Almanack: The Essential Wit and Wisdom of Charles T. Munger
Munger, Charles T.
Hardcover
Hide Your Assets and Disappear: A Step-By-Step Guide to Vanishing Without a Trace
Pankau, Edmund
Paperback
J.K. Lasser's Your Income Tax 2026: For Preparing Your 2025 Tax Return
J K Lasser Institute
Paperback
Fearless Pricing: Ignite Your Team, Own Your Value, and Command What You Deserve
Brown, Casey
Paperback
Our Dollar, Your Problem: An Insider's View of Seven Turbulent Decades of Global Finance, and the Road Ahead
Rogoff, Kenneth
Hardcover
The Compounders: From Small Acquisitions to Giant Shareholder Returns
Dybvad, Oddbjørn
Nyland, Kjetil
Hadziefendic, Adnan
Paperback
How to Invest in Gold and Silver: A Complete Guide with a Focus on Mining Stocks
Durrett, Don
Paperback
The Millionaire Next Door: The Surprising Secrets of America's Wealthy
Stanley, Thomas J.
Danko, William D.
Paperback
The Complete Turtletrader: How 23 Novice Investors Became Overnight Millionaires
Covel, Michael W.
Paperback
How Not to Invest: The Ideas, Numbers, and Behaviors That Destroy Wealth--And How to Avoid Them
Ritholtz, Barry
Hardcover
The World for Sale: Money, Power, and the Traders Who Barter the Earth's Resources
Blas, Javier
Farchy, Jack
Paperback
The Little Book of Common Sense Investing: The Only Way to Guarantee Your Fair Share of Stock Market Returns
Bogle, John C.
Hardcover
The Black Swan: Second Edition: The Impact of the Highly Improbable: With a New Section: On Robustness and Fragility
Taleb, Nassim Nicholas
Paperback
The Intelligent Investor, 3rd Ed.: The Definitive Book on Value Investing
Zweig, Jason
Graham, Benjamin
Hardcover
Trading: Technical Analysis Masterclass: Master the financial markets
Czubatinski, Moritz
Schlotmann, Rolf
Paperback
The World According to Martin Armstrong: Conversations with the Master Forecaster
Lutz, Kerry
Paperback
Options Trading Crash Course: The #1 Beginner's Guide to Make Money With Trading Options in 7 Days or Less!
Richmond, Frank
Paperback
A History of the United States in Five Crashes: Stock Market Meltdowns That Defined a Nation
Nations, Scott
Paperback
Broken Money: Why Our Financial System is Failing Us and How We Can Make it Better
Alden, Lyn
Paperback
The Price of Democracy: The Revolutionary Power of Taxation in American History
Williamson, Vanessa S.
Hardcover
Tax-Free Wealth: How to Build Massive Wealth by Permanently Lowering Your Taxes
Wheelwright, Tom
Paperback
Trading in the Zone: Master the Market with Confidence, Discipline, and a Winning Attitude
Douglas, Mark
Hardcover
The Lords of Easy Money: How the Federal Reserve Broke the American Economy
Leonard, Christopher
Paperback
A Richer Retirement: Supercharging the 4% Rule to Spend More and Enjoy More
Bengen, William P.
Hardcover
La Psicología del Dinero: 18 Claves Imperecederas Sobre Riqueza Y Felicidad / The Psychology of Money
Housel, Morgan
Paperback
Understanding Living Trusts(R): How You Can Avoid Probate, Keep Control, Save Taxes, and Enjoy Peace of Mind
Schumacher, Vickie
Paperback
Profit First: Transform Your Business from a Cash-Eating Monster to a Money-Making Machine
Michalowicz, Mike
Hardcover
J.K. Lasser's 1001 Deductions and Tax Breaks 2026: Your Complete Guide to Everything Deductible
Weltman, Barbara
Paperback
The Winner's Curse: Behavioral Economics Anomalies, Then and Now
Thaler, Richard H.
Imas, Alex
Hardcover
Planet Money: A Guide to the Economic Forces That Shape Your Life
Hosts of Npr's Planet Money
Mayyasi, Alex
Hardcover
The World According to Martin Armstrong: Conversations with the Master Forecaster
Lutz, Kerry
Hardcover
The Age of Surveillance Capitalism: The Fight for a Human Future at the New Frontier of Power
Zuboff, Shoshana
Paperback
El Inversor Inteligente: Un Libro de Asesoramiento Práctico = The Intelligent Investor
Graham, Benjamin
Paperback
One Up on Wall Street: How to Use What You Already Know to Make Money in the Market
Lynch, Peter
Paperback
Reducing the Risk of Black Swans: Using the Science of Investing to Capture Returns with Less Volatility
Swedroe, Larry
Grogan, Kevin
Paperback
SEVENTEEN TO MILLIONAIRE You're Seventeen. You're Canadian. You wanna be rich. Let's do this.
Price, Douglas
Paperback
Invest Like a Billionaire: Unlocking the Wealth Secrets of the Ultra-Rich
Fraser, Bob
Fraser, Ben
Hardcover
The Trauma of Money: Mapping Compassionate Pathways to Healing Financial Trauma and Disempowering Financial Shame
Chapman, Chantel
Hardcover
J.K. Lasser's Small Business Taxes 2026: Your Complete Guide to a Better Bottom Line
Weltman, Barbara
Paperback
Friends That Invest: Your Guide to Financial Independence Through Shares and Stocks
Kaur, Simran
Paperback
Layered Money: From Gold and Dollars to Bitcoin and Central Bank Digital Currencies
Bhatia, Nik
Paperback
How to Make Money in Stocks: A Winning System in Good Times and Bad, Fourth Edition
O'Neil, William J.
Paperback
Choose Wisely: Rationality, Ethics, and the Art of Decision-Making
Schwartz, Barry
Schuldenfrei, Richard
Hardcover
HBR Guide to Buying a Small Business: Think Big, Buy Small, Own Your Own Company
Ruback, Richard S.
Yudkoff, Royce
Paperback
The Psychology of Selling: How to Sell More, Easier, and Faster Than You Ever Thought Possible
Tracy, Brian
Paperback
El Dinero No Es El Problema, Tú Lo Eres - Money is Not the Problem Spanish
Douglas, Gary M.
Heer, Dain
Paperback
Fixed: Why Personal Finance Is Broken and How to Make It Work for Everyone
Ramadorai, Tarun
Campbell, John Y.
Hardcover
A Beginner's Guide to the Stock Market: Everything You Need to Start Making Money Today
Kratter, Matthew R.
Paperback
The Baron of Wall Street: Clarence Dillon and the Making of the Modern Financial World
Loomis Jr, William R.
Hardcover
Investing 101: From Stocks and Bonds to Etfs and Ipos, an Essential Primer on Building a Profitable Portfolio
Cagan, Michele
Hardcover
The Book on Rental Property Investing: How to Create Wealth with Intelligent Buy and Hold Real Estate Investing
Turner, Brandon
Paperback
Mindmasters: The Data-Driven Science of Predicting and Changing Human Behavior
Matz, Sandra
Hardcover
Your Complete Guide to Factor-Based Investing: The Way Smart Money Invests Today
Swedroe, Larry E.
Berkin, Andrew L.
Paperback
Covered Calls for Beginners: A Risk-Free Way to Collect "Rental Income" Every Single Month on Stocks You Already Own
Publications, Freeman
Paperback
The Millionaire Next Door: The Surprising Secrets of America's Wealthy
Stanley, Thomas J.
Danko, William D.
Hardcover
Alchemy: The Dark Art and Curious Science of Creating Magic in Brands, Business, and Life
Sutherland, Rory
Paperback
Elliott Wave - Fibonacci High Probability Trading: Master The Wave Principle and Market Timing With Proven Strategies
Sanders, Jarrod
Paperback
The Mental Game of Trading: A System for Solving Problems with Greed, Fear, Anger, Confidence, and Discipline
Tendler, Jared
Paperback
Profit First For Lawyers: Transform Your Law Firm from a Cash-Eating Monster to a Money-Making Machine
Robins, RJon
Hardcover
Can't Deny It - An Unlikely Wall Street Career and the Calls that Reshaped the Energy Industry
Terreson, Doug
Hardcover
Financial Intelligence: A Manager's Guide to Knowing What the Numbers Really Mean
Berman, Karen
Knight, Joe
Hardcover
The QQQ and TQQQ ETF Profit Machine: A Roadmap for Trading and Investing in Cutting-Edge AI-Focused Tech Titans
Leslie N Masonson
Hardcover
Heard on The Street: Quantitative Questions from Wall Street Job Interviews
Crack, Timothy Falcon
Paperback
Payments Systems in the U.S.: A Guide for the Payments Professional
Jones, Russ
Loftesness, Scott
Benson, Carol Coye
Paperback
Predictably Irrational, Revised and Expanded Edition: The Hidden Forces That Shape Our Decisions
Ariely, Dan
Paperback
Retirement Planning Guidebook: Navigating the Important Decisions for Retirement Success
Pfau, Wade
Paperback
Dividend Investing: Dependable Income to Navigate All Market Environments
Harrington, Jenny
Paperback
The Capital Order: How Economists Invented Austerity and Paved the Way to Fascism
Mattei, Clara E.
Paperback
Bitcoin Is for Everyone: Why Our Financial System Is Broken and Bitcoin Is the Solution
Brunell, Natalie
Paperback
The World for Sale: Money, Power, and the Traders Who Barter the Earth's Resources
Farchy, Jack
Blas, Javier
Hardcover
Financial Literacy for All: Disrupting Struggle, Advancing Financial Freedom, and Building a New American Middle Class
Bryant, John Hope
Paperback
Millionaire Mission: A 9-Step System to Level Up Your Finances and Build Wealth
Preston, Brian
Hardcover
Fooled by Randomness: The Hidden Role of Chance in Life and in the Markets
Taleb, Nassim Nicholas
Paperback
The Million-Dollar Financial Services Practice: A Proven System for Becoming a Top Producer
Mullen Jr, David J.
Paperback
The Art of Asset Allocation: Principles and Investment Strategies for Any Market, Second Edition
Darst, David H.
Hardcover
The Essays of Warren Buffett: Lessons for Corporate America
Buffett, Warren E.
Cunningham, Lawrence a.
Paperback
Obviously Awesome: How to Nail Product Positioning so Customers Get It, Buy It, Love It
Dunford, April
Paperback
Layered Money: From Gold and Dollars to Bitcoin and Central Bank Digital Currencies
Bhatia, Nik
Hardcover
Buffett's 2-Step Stock Market Strategy: Know When To Buy A Stock, Become A Millionaire, Get The Highest Returns
Jiwani, Danial
Paperback
Buy and Hedge: The 5 Iron Rules for Investing Over the Long Term
Pestrichelli, Jay
Ferbert, Wayne
Hardcover
Dancing Between the Toes of Elephants: Clever Private Equity Idioms and Anecdotes from an Outsider's Experience on the Inside
Magliochetti, Michael
Paperback
The Infographic Guide to Personal Finance: A Visual Reference for Everything You Need to Know
Cagan, Michele
Lariviere, Elisabeth
Paperback
The 5 Mistakes Every Investor Makes and How to Avoid Them: Getting Investing Right
Mallouk, Peter
Paperback
The Accounting Game: Basic Accounting Fresh from the Lemonade Stand
Orloff, Judith
Mullis, Darrell
Paperback
This Time Is Different: Eight Centuries of Financial Folly
Reinhart, Carmen M.
Rogoff, Kenneth S.
Paperback
Venture Deals: Be Smarter Than Your Lawyer and Venture Capitalist
Mendelson, Jason
Feld, Brad
Hardcover
Engines That Move Markets: Technology Investing from Railroads to the Internet and Beyond
Nairn, Alasdair
Hardcover
Section 1031 Exchanges: How to Swap Till Ya' Drop, Building Family Wealth While Minimizing Taxes
Rogers, Louis J.
Paperback
Security Analysis, Seventh Edition: Principles and Techniques
Graham, Benjamin
Dodd, David
Klarman, Seth A.
Hardcover
The Most Important Thing Illuminated: Uncommon Sense for the Thoughtful Investor
Marks, Howard
Hardcover
Como Gane $2,000,000 En La Bolsa / How I Made $2,000,000 in the Stock Market
Darvas, Nicolas
Paperback
Piense y Hágase Rico.: Nueva Traducción, Basada En La Versión Original 1937.
Hill, Napoleon
Hardcover
Foreclosures Unlocked: Your Key to Success in Real Estate Investing
Shippee, Kevin
Tortoriello, Matthew
Paperback
Masters of the Universe: Winning Strategies of America's Greatest Dealmakers
Kadlec, Daniel J.
Paperback