Heston Model

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Research Links

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Books
The Volatility Surface: A Practitioner’s Guide

The Volatility Surface: A Practitioner’s Guide:
Jim Gatheral -
By the time you finish reading this guide, you'll have a firm understanding of volatility surface modeling as well as a better idea of how you can apply the results of these models to real-world situations

Mathematics of the Financial Markets: Financial Instruments and Derivatives Modelling, Valuation and Risk Issues

Mathematics of the Financial Markets: Financial Instruments and Derivatives Modelling, Valuation and Risk Issues:
Alain Ruttiens -
Alain Ruttiens has written a book on quantitative finance that covers a wide range of financial instruments, examples and models. Starting from first principles...