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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
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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
Linked Resources
Online Access
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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