The Heston model and its extensions in Matlab and C#
Saved in:
| Main Author: | |
|---|---|
| Corporate Author: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Hoboken, N.J. :
John Wiley & Sons, Inc.,
2013.
|
| Series: | Wiley finance series
|
| Subjects: | |
| Online Access: | An electronic book accessible through the World Wide Web; click to view |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
MARC
| LEADER | 00000nam a2200000 a 4500 | ||
|---|---|---|---|
| 001 | 0000173329 | ||
| 005 | 20171002063754.0 | ||
| 006 | m o u | ||
| 007 | cr cn||||||||| | ||
| 008 | 130517s2013 njuad sb 001 0 eng d | ||
| 010 | |z 2013019475 | ||
| 020 | |z 9781118548257 (pbk.) | ||
| 020 | |z 9781118695180 (e-book) | ||
| 035 | |a (CaPaEBR)ebr10748713 | ||
| 035 | |a (OCoLC)844775004 | ||
| 040 | |a CaPaEBR |c CaPaEBR | ||
| 050 | 1 | 4 | |a HG6024.A3 |b R6777 2013eb |
| 082 | 0 | 4 | |a 332.64/53028553 |2 23 |
| 100 | 1 | |a Rouah, Fabrice, |d 1964- | |
| 245 | 1 | 4 | |a The Heston model and its extensions in Matlab and C# |h [electronic resource] / |c Fabrice Douglas Rouah ; [foreword by Steven L. Heston]. |
| 260 | |a Hoboken, N.J. : |b John Wiley & Sons, Inc., |c 2013. | ||
| 300 | |a xiii, 411 p. : |b col. ill. | ||
| 440 | 0 | |a Wiley finance series | |
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | |a The Heston model for European options -- Integration issues, parameter effects, and variance modeling -- Derivations using the Fourier transform -- The fundamental approach to pricing options. | |
| 533 | |a Electronic reproduction. |b Palo Alto, Calif. : |c ebrary, |d 2013. |n Available via World Wide Web. |n Access may be limited to ebrary affiliated libraries. | ||
| 630 | 0 | 0 | |a MATLAB. |
| 650 | 0 | |a Options (Finance) |x Mathematical models. | |
| 650 | 0 | |a Options (Finance) |x Prices. | |
| 650 | 0 | |a Finance |x Mathematical models. | |
| 650 | 0 | |a C# (Computer program language) | |
| 655 | 7 | |a Electronic books. |2 local | |
| 710 | 2 | |a ebrary, Inc. | |
| 856 | 4 | 0 | |u http://site.ebrary.com/lib/daystar/Doc?id=10748713 |z An electronic book accessible through the World Wide Web; click to view |
| 908 | |a 170314 | ||
| 942 | 0 | 0 | |c EB |
| 999 | |c 162471 |d 162471 | ||