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Author Rouah, Fabrice, 1964-

Title The Heston model and its extensions in Matlab and C# [electronic resource] / Fabrice Douglas Rouah ; [foreword by Steven L. Heston].

Imprint Hoboken, N.J. : John Wiley & Sons, Inc., 2013.


Location Call No. OPAC Message Status
 Axe ProQuest E-Book  Electronic Book    ---  Available
Description xiii, 411 p. : col. ill.
Series Wiley finance series
Bibliography Includes bibliographical references and index.
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.
Reproduction Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
Subject MATLAB.
Options (Finance) -- Mathematical models.
Options (Finance) -- Prices.
Finance -- Mathematical models.
C# (Computer program language)
Genre/Form Electronic books.
Added Author ProQuest (Firm)
ISBN 9781118548257 (pbk.)
9781118695180 (e-book)

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