Stochastic Volatility Models

Name: Stochastic Volatility Models
Brand: Independently published
SKU: 9798264345234
Price: 20497 HUF
Availability: InStock

Heston, SABR, and Applications in Options Pricing: A Practical Guide to Advanced Volatility Modeling, Calibration, and Market Applications for Traders and Analysts

Szerző: Vincent Bisette, Danny Munrow

Nyelv:

Kötés: Puha kötésű

Kiadó: Independently published

Elérhetőség: Beszállítói készleten

Küldés 10-18 napon belül

20 497 Ft

Reactive PublishingVolatility is the beating heart of modern options pricing, and mastering it is es...

Információk a könyvről

Szerző

Vincent Bisette, Danny Munrow

Nyelv

Angol

Kötés

Könyv - Puha kötésű

Kiadva

2025

oldal

770

EAN

9798264345234

Enbook ID

50530713

Kiadó

Independently published

Súly

1013

Méretek

152 x 229 x 39

Teljes leírás

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.

This book takes you step by step through the mathematical foundations, parameter calibration, and implementation techniques behind the Heston and SABR models. With real-world examples, detailed derivations, and applied case studies, you'll learn how to:

Understand the dynamics of stochastic volatility in equity, FX, and fixed-income markets.
Apply Heston and SABR models to price complex derivatives and exotic options.
Calibrate models to live market data for accuracy and performance.
Compare stochastic approaches with the Black-Scholes framework to highlight key advantages.
Build practical implementations in trading and risk management contexts.

Whether you are a student of financial engineering, a practicing quant, or a professional options trader, this book equips you with the tools and intuition to harness stochastic volatility models for competitive edge in today's markets.

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Stochastic Volatility Models

Heston, SABR, and Applications in Options Pricing: A Practical Guide to Advanced Volatility Modeling, Calibration, and Market Applications for Traders and Analysts

Információk a könyvről

Teljes leírás

Érdekelheti

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