A Financially Motivated Extension of the Heston Model for a Joint ℙ- and ℚ-Dynamics Analysis of Variance

Journal of Derivatives, Vol. 25, Issue 3, Spring 2018
 

Author(s):

Riccardo Rebonato

Professor of Finance, EDHEC Business School

Chu Ming Ng

MSc degree in mathematical finance at Oxford University in Oxford

Journal of Derivatives, Vol. 25, Issue 3, Spring 2018
 

Type: Academic publication
Date: le 04/04/2018
Source : Journal of Derivatives

See Also

EDHEC ALLOWED ME TO GAIN SKILLS FOR A CAREER IN THE SUSTAINABLE FINANCIAL SECTOR
News
- 13-11-2019
Camélia wanted to act and follow her two passions : Finance and Sustainable Development...
50th thesis defense for the EDHEC PhD in Finance Programme
News
- 11-11-2019
On November 8, 2019, on the EDHEC London campus, the doctoral thesis “Two Essays on...
Which MBA 2019: EDHEC Global MBA #7 in the World for Opening New Career Opportunities in The Economist Latest Rankings based on student & alumni feedback
News
- 31-10-2019
As well as being the top school in France and #2 in Europe for opening new career...
Investing in Climate Risk, and Measuring and Managing Climate Risk
News
- 28-10-2019
At the upcoming EDHEC Climate Finance Conference (Paris, 17 December 2019) organised by...