Option Pricing Model with SV for Asian Puts by ADI Method - Ghosh, Anusmriti;Ali, Lasker Ershad
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The purpose of this book is to verify whether the Original Heston option pricing model fits in quantitative finance research is the valuation of option derivatives. From the book, reader will get a complete concept of how Alternating Direction Implicit Method is fast and accurate, and can be easily extended to other types of financial derivatives with an Asian-style exercise. This book is very helpful for the researcher of financial mathematics.

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Produktbeschreibung
The purpose of this book is to verify whether the Original Heston option pricing model fits in quantitative finance research is the valuation of option derivatives. From the book, reader will get a complete concept of how Alternating Direction Implicit Method is fast and accurate, and can be easily extended to other types of financial derivatives with an Asian-style exercise. This book is very helpful for the researcher of financial mathematics.
Autorenporträt
I am Anusmriti Ghosh. I have completed my MSc in Applied Mathematics and aggregate CGPA 3.94 (3rd position) out of 4.00 from Khulna University. I have completed my BSc from the same university in Mathematics and got CGPA 3.67 (position 8) out of 4. My Secondary and Higher secondary result were outstanding too.