skip to content
The Heston model and its extensions in Matlab and C# Preview this item
ClosePreview this item

The Heston model and its extensions in Matlab and C#

Author: Fabrice Rouah
Publisher: Hoboken, New Jersey : John Wiley & Sons, Inc., [2013]
Series: Wiley finance series.
Edition/Format:   Book : EnglishView all editions and formats
Database:WorldCat
Summary:

Tap into the power of the most popular stochastic volatility model for pricing equity derivatives Since its introduction in 1993, the Heston model has become a popular model for pricing equity  Read more...

Getting this item's online copy... Getting this item's online copy...

Find a copy in the library

Getting this item's location and availability... Getting this item's location and availability...

WorldCat

Find it in libraries globally
Worldwide libraries own this item

Details

Additional Physical Format: Online version:
Rouah, Fabrice, 1964-
Heston model and its extensions in Matlab and C#
Hoboken, New Jersey : John Wiley & Sons, Inc., [2013]
(DLC) 2013021020
Document Type: Book
All Authors / Contributors: Fabrice Rouah
ISBN: 9781118548257 1118548256
OCLC Number: 844373072
Description: xiii, 411 pages : illustrations some color ; 27 cm.
Contents: The Heston model for European options --
Integration issues, parameter effects, and variance modeling --
Derivations using the Fourier transform --
The fundamental approach to pricing options.
Series Title: Wiley finance series.
Responsibility: Fabrice Douglas Rouah.
Retrieving notes about this item Retrieving notes about this item

Reviews

User-contributed reviews
Retrieving GoodReads reviews...

Tags

Be the first.
Confirm this request

You may have already requested this item. Please select Ok if you would like to proceed with this request anyway.

Close Window

Please sign in to WorldCat 

Don't have an account? You can easily create a free account.