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03892nam a2200817 4500 |
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ocn844775004 |
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OCoLC |
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20170124065957.4 |
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m o d |
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cr ||||||||||| |
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130523s2013 nju ob 001 0 eng |
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|a 2013021020
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|a DLC
|b eng
|e rda
|e pn
|c DLC
|d YDX
|d N$T
|d IDEBK
|d EBLCP
|d CUS
|d E7B
|d MHW
|d YDXCP
|d OCLCF
|d CDX
|d UMI
|d RECBK
|d DEBSZ
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|d DEBBG
|d OCLCQ
|d OCLCO
|d COO
|d OCLCO
|d OCLCQ
|d OCLCO
|d OCLCQ
|d OCLCO
|d GrThAP
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| 019 |
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|a 865013427
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|q (epub)
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|q (epub)
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|z (OCoLC)865013427
|z (OCoLC)879332944
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|a CL0500000425
|b Safari Books Online
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|
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|a BUS
|x 036000
|2 bisacsh
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| 082 |
0 |
0 |
|a 332.64/53028553
|2 23
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| 049 |
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|a MAIN
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| 100 |
1 |
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|a Rouah, Fabrice,
|d 1964-
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| 245 |
1 |
4 |
|a The Heston model and its extensions in Matlab and C♯ /
|c Fabrice Douglas Rouah.
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| 264 |
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1 |
|a Hoboken, New Jersey :
|b John Wiley & Sons, Inc.,
|c [2013]
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| 300 |
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|a 1 online resource.
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| 336 |
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|a text
|b txt
|2 rdacontent
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| 337 |
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|a computer
|b c
|2 rdamedia
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| 338 |
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|a online resource
|b cr
|2 rdacarrier
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| 490 |
1 |
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|a Wiley finance series
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| 504 |
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|a Includes bibliographical references and index.
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| 505 |
0 |
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|a 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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| 588 |
0 |
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|a Print version record and CIP data provided by publisher.
|
| 520 |
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|a 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 derivatives, and the most popular stochastic volatility model in financial engineering. This vital resource provides a thorough derivation of the original model, and includes the most important extensions and refinements that have allowed the model to produce option prices that are more accurate and volatility surfaces that better reflect market conditions. The book's material is drawn from rese.
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| 630 |
0 |
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|a MATLAB.
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| 630 |
0 |
7 |
|a MATLAB.
|2 fast
|0 (OCoLC)fst01365096
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| 650 |
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0 |
|a Options (Finance)
|x Mathematical models.
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| 650 |
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0 |
|a Options (Finance)
|x Prices.
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| 650 |
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0 |
|a Finance
|x Mathematical models.
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| 650 |
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0 |
|a C# (Computer program language)
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| 650 |
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7 |
|a BUSINESS & ECONOMICS
|x Investments & Securities
|x General.
|2 bisacsh
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| 650 |
|
7 |
|a C♯ (Computer program language)
|2 fast
|0 (OCoLC)fst00843284
|
| 650 |
|
7 |
|a Finance
|x Mathematical models.
|2 fast
|0 (OCoLC)fst00924398
|
| 650 |
|
7 |
|a Options (Finance)
|x Mathematical models.
|2 fast
|0 (OCoLC)fst01046899
|
| 650 |
|
7 |
|a Options (Finance)
|x Prices.
|2 fast
|0 (OCoLC)fst01046900
|
| 655 |
|
4 |
|a Electronic books.
|
| 776 |
0 |
8 |
|i Print version:
|a Rouah, Fabrice, 1964-
|t Heston model and its extensions in Matlab and C♯.
|d Hoboken, New Jersey : John Wiley & Sons, Inc., [2013]
|z 9781118548257
|w (DLC) 2013019475
|
| 830 |
|
0 |
|a Wiley finance series.
|
| 856 |
4 |
0 |
|u https://doi.org/10.1002/9781118656471
|z Full Text via HEAL-Link
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| 994 |
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|a 92
|b DG1
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