The Heston model and its extensions in Matlab and C#
Furkejuvvon:
| Váldodahkki: | |
|---|---|
| Searvvušdahkki: | |
| Materiálatiipa: | Elektrovnnalaš E-girji |
| Giella: | eaŋgalasgiella |
| Almmustuhtton: |
Hoboken, N.J. :
John Wiley & Sons, Inc.,
2013.
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| Ráidu: | Wiley finance series
|
| Fáttát: | |
| Liŋkkat: | An electronic book accessible through the World Wide Web; click to view |
| Fáddágilkorat: |
Lasit fáddágilkoriid
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Sisdoallologahallan:
- The Heston model for European options
- Integration issues, parameter effects, and variance modeling
- Derivations using the Fourier transform
- The fundamental approach to pricing options.