The Heston model and its extensions in Matlab and C#
Wedi'i Gadw mewn:
| Prif Awdur: | |
|---|---|
| Awdur Corfforaethol: | |
| Fformat: | Electronig eLyfr |
| Iaith: | Saesneg |
| Cyhoeddwyd: |
Hoboken, N.J. :
John Wiley & Sons, Inc.,
2013.
|
| Cyfres: | Wiley finance series
|
| Pynciau: | |
| Mynediad Ar-lein: | An electronic book accessible through the World Wide Web; click to view |
| Tagiau: |
Ychwanegu Tag
Dim Tagiau, Byddwch y cyntaf i dagio'r cofnod hwn!
|
Tabl Cynhwysion:
- The Heston model for European options
- Integration issues, parameter effects, and variance modeling
- Derivations using the Fourier transform
- The fundamental approach to pricing options.