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E-Book/E-Doc

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.

Connect to
Available to Pittsburg State University patrons only.

Copies

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 (electronic bk.)