The Heston model and its extensions in Matlab and C♯ / Fabrice Douglas Rouah ; [foreword by Steven L. Heston].
2013
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Items
Details
Author
Uniform Title
Ebrary electronic monographs.
Title
The Heston model and its extensions in Matlab and C♯ / Fabrice Douglas Rouah ; [foreword by Steven L. Heston].
Added Corporate Author
Imprint
Hoboken, N.J. : John Wiley & Sons, Inc., 2013.
Description
xiii, 411 pages : color illustrations.
Series
Wiley finance series.
Formatted Contents Note
The Heston model for European options
Integration issues, parameter effects, and variance modeling
Derivations using the Fourier transform
The fundamental approach to pricing options.
Integration issues, parameter effects, and variance modeling
Derivations using the Fourier transform
The fundamental approach to pricing options.
Bibliography, etc. Note
Includes bibliographical references and index.
Linked Resources
Language
English
Reproduction
Electronic reproduction. Palo Alto, Calif. : ebrary, 2013. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.
ISBN
9781118548257 paperback
9781118695180 e-book
9781118695180 e-book
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