bTap into the power of the most popular stochastic volatilitymodel for pricing equity derivativesb pSince its introduction in 1993, the Heston model has become apopular model for pricing equity derivatives, and the most popularstochastic volatility model in financial engineering. This vitalresource provides a thorough derivation of the original model, andincludes the most important extensions and refinements that haveallowed the model to produce option prices that are more accurateand volatility surfaces that better reflect market conditions. Thebook's material is drawn from research papers and many of themodels covered and the computer codes are unavailable from othersources.ppThe book is light on theory and instead highlights theimplementation of the models. All of the models found here havebeen coded in Matlab and C. This reliable resource offers anunderstanding of how the original model was derived from Ricattiequations, and shows how to implement implied and local volatility, Four