MLE and stochastic volatility modelling

Hi there

I hope that somebody here will be able to point me in the right
direction.

I understand that when trying to fit a Heston model for stochastic
volatility to historical data that a good way to work out the values
of the various parameters is to use Maximum Likelihood estimation
(MLE).

Given that I have to hand a large data series that I would like to do
this for, can anybody either tell me how to do this or direct me to a
book/website where I can get an example please? (preferably in an
easy-to-understand format).

Many Thanks
Lloyd

.

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