The Heston model and its extensions in Matlab and C#
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| Glavni autor: | |
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| Autor kompanije: | |
| Format: | Elektronički e-knjiga |
| Jezik: | engleski |
| Izdano: |
Hoboken, N.J. :
John Wiley & Sons, Inc.,
2013.
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| Serija: | Wiley finance series
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| Teme: | |
| Online pristup: | An electronic book accessible through the World Wide Web; click to view |
| Oznake: |
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Sadržaj:
- The Heston model for European options
- Integration issues, parameter effects, and variance modeling
- Derivations using the Fourier transform
- The fundamental approach to pricing options.