Cover Image

QR Code

The Heston model and its extensions in Matlab and C#

Show other versions (1)

Saved in:

Bibliographic Details
Main Author:	Rouah, Fabrice, 1964-
Corporate Author:	ebrary, Inc
Format:	Electronic eBook
Language:	English
Published:	Hoboken, N.J. : John Wiley & Sons, Inc., 2013.
Series:	Wiley finance series
Subjects:	MATLAB. Options (Finance) > Mathematical models. Options (Finance) > Prices. Finance > Mathematical models. C# (Computer program language) Electronic books.
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!

Similar Items

The Heston model and its extensions in Matlab and C#
by: Rouah, Fabrice, 1964-
Published: (2013)

The Heston model and its extensions in VBA + website /
by: Rouah, Fabrice, 1964-
Published: (2015)

The Heston model and its extensions in VBA + website /
by: Rouah, Fabrice, 1964-
Published: (2015)

Option valuation and Option tutor /
by: O'Brien, John, 1950-
Published: (1995)

Option valuation and Option tutor /
by: O'Brien, John, 1950-
Published: (1995)

Option trading pricing and volatility strategies and techniques /
by: Sinclair, Euan, 1969-
Published: (2010)

Option trading pricing and volatility strategies and techniques /
by: Sinclair, Euan, 1969-
Published: (2010)

The Black-Scholes model
by: Capi�nski, Marek, 1951-
Published: (2012)

The Black-Scholes model
by: Capi�nski, Marek, 1951-
Published: (2012)

Nonlinear models in mathematical finance new research trends in option pricing /
Published: (2008)

Nonlinear models in mathematical finance new research trends in option pricing /
Published: (2008)

Fourier transform methods in finance
Published: (2010)

Fourier transform methods in finance
Published: (2010)

Robust static super-replication of barrier options
by: Maruhn, Jan H.
Published: (2009)

Robust static super-replication of barrier options
by: Maruhn, Jan H.
Published: (2009)

Forecasting volatility in the financial markets
Published: (2007)

Forecasting volatility in the financial markets
Published: (2007)

The option trader handbook strategies and trade adjustments /
by: Jabbour, George (George Moussa)
Published: (2010)

The option trader handbook strategies and trade adjustments /
by: Jabbour, George (George Moussa)
Published: (2010)

Central counterparties : mandatory clearing and bilateral margin requirements for OTC derivatives /
by: Gregory, Jon
Published: (2014)

Central counterparties : mandatory clearing and bilateral margin requirements for OTC derivatives /
by: Gregory, Jon
Published: (2014)

The Option-iPoD : the probability of default implied by option prices based on entropy /
by: Capuano, Christian
Published: (2008)

The Option-iPoD : the probability of default implied by option prices based on entropy /
by: Capuano, Christian
Published: (2008)

The complete book of option spreads and combinations : strategies for income generation, directional moves, and risk reduction /
by: Nations, Scott
Published: (2014)

The complete book of option spreads and combinations : strategies for income generation, directional moves, and risk reduction /
by: Nations, Scott
Published: (2014)

The SABR/LIBOR market model pricing, calibration and hedging for complex interest-rate derivatives /
by: Rebonato, Riccardo
Published: (2009)

The SABR/LIBOR market model pricing, calibration and hedging for complex interest-rate derivatives /
by: Rebonato, Riccardo
Published: (2009)

American-type options.
by: Silvestrov, Dmitrii S.
Published: (2015)

American-type options.
by: Silvestrov, Dmitrii S.
Published: (2015)

Foreign exchange option pricing a practitioner's guide /
by: Clark, Iain J.
Published: (2011)

Foreign exchange option pricing a practitioner's guide /
by: Clark, Iain J.
Published: (2011)

American-type options : stochastic approximation methods. Volume 1 /
by: Silvestrov, Dmitrii S.
Published: (2014)

American-type options : stochastic approximation methods. Volume 1 /
by: Silvestrov, Dmitrii S.
Published: (2014)

Frequently asked questions in quantitative finance including key models, important formulae, popular contracts, essays and opinions, a history of quantitative finance, sundry lists, the commonest mistakes in quant finance, brainteasers, plenty of straight-talking, the Modellers Ḿanifesto and lots more /
by: Wilmott, Paul
Published: (2009)

Frequently asked questions in quantitative finance including key models, important formulae, popular contracts, essays and opinions, a history of quantitative finance, sundry lists, the commonest mistakes in quant finance, brainteasers, plenty of straight-talking, the Modellers Ḿanifesto and lots more /
by: Wilmott, Paul
Published: (2009)

Financial modelling in practice a concise guide for intermediate and advanced level /
by: Rees, Michael, 1964-
Published: (2008)

Financial modelling in practice a concise guide for intermediate and advanced level /
by: Rees, Michael, 1964-
Published: (2008)

Trading weekly options : pricing characteristics and short-term trading strategies /
by: Rhoads, Russell
Published: (2014)

FX option performance : an analysis of the value delivered by FX options since the start of the market /
by: James, Jessica, 1968-, et al.
Published: (2015)

The options course high profit & low stress trading methods /
by: Fontanills, George
Published: (2005)