The Heston model and its extensions in Matlab and C# [electronic resource] / Fabrice Douglas Rouah ; [foreword by Steven L. Heston].
Series: Wiley finance seriesPublication details: Hoboken, N.J. : John Wiley & Sons, Inc., 2013.Description: xiii, 411 p. : col. illSubject(s): Genre/Form: DDC classification:- 332.64/53028553 23
- HG6024.A3 R6777 2013eb
Item type | Current library | Call number | URL | Status | Date due | Barcode | Item holds | |
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Strathmore University (Main Library) Online Resource | Link to resource | Not for loan |
Includes bibliographical references and index.
The Heston model for European options -- Integration issues, parameter effects, and variance modeling -- Derivations using the Fourier transform -- The fundamental approach to pricing options.
Electronic reproduction. Palo Alto, Calif. : ebrary, 2013. Available via World Wide Web. Access may be limited to ebrary affiliated libraries.
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