The Heston model and its extensions in Matlab and C#/ Fabrice Douglas Rouah ; [foreword by Steven L. Heston].
Rouah, Fabrice, 1964-
2013
HG6024.A3 R6777 2013
Available Online

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Title The Heston model and its extensions in Matlab and C#/ Fabrice Douglas Rouah ; [foreword by Steven L. Heston].
Author Rouah, Fabrice, 1964-
ISBN 9781118548257 (pbk.)
9781118695180 (electronic bk.)
Publication Details Hoboken, N.J. : John Wiley & Sons, Inc., 2013.
Language English
Description xiii, 411 p. : col. ill.
Call Number HG6024.A3 R6777 2013
Dewey Decimal Classification 332.64/53028553
Bibliography, etc. Note Includes bibliographical references and index.
Access Note Access limited to authorized users.
Series Wiley finance series
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Record Appears in Online Resources > Ebooks
All Resources
The Heston model for European options
Integration issues, parameter effects, and variance modeling
Derivations using the Fourier transform
The fundamental approach to pricing options.

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