rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    non sort: The
    title: Heston model and its extensions in Matlab and C♯
  name:
    name part: Rouah, Fabrice
    name part: 1964-
    role:
      role term: creator
  type of resource: text
  genre: bibliography
  genre: Electronic books.
  origin info:
    place:
      place term: nju
    date issued: 2013
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: remote
    extent: 1 online resource.
  abstract: 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.
  table of 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.
  note: Fabrice Douglas Rouah.
  note: Includes bibliographical references and index.
  subject:
    title info:
      title: MATLAB
  subject:
    title info:
      title: MATLAB
  subject:
    topic: Options (Finance)
    topic: Mathematical models
  subject:
    topic: Options (Finance)
    topic: Prices
  subject:
    topic: Finance
    topic: Mathematical models
  subject:
    topic: C# (Computer program language)
  subject:
    topic: BUSINESS & ECONOMICS
    topic: Investments & Securities
    topic: General
  subject:
    topic: C♯ (Computer program language)
  subject:
    topic: Finance
    topic: Mathematical models
  subject:
    topic: Options (Finance)
    topic: Mathematical models
  subject:
    topic: Options (Finance)
    topic: Prices
  classification: HG6024.A3
  classification: 332.64/53028553
  related item:
    title info:
      title: Heston model and its extensions in Matlab and C♯
    name:
      name part: Rouah, Fabrice, 1964-
    origin info:
      publisher: Hoboken, New Jersey : John Wiley & Sons, Inc., [2013]
    identifier: (DLC) 2013019475
  related item:
    title info:
      title: Wiley finance series
  identifier: 9781118695173
  identifier: 1118695178
  identifier: 9781118695180
  identifier: 1118695186
  identifier: 9781118695135
  identifier: 1118695135
  identifier: 9781118656471
  identifier: 1118656474
  identifier: 1118548256
  identifier: 9781118548257
  identifier: 2013021020
  identifier: EB00067109 Recorded Books
  identifier: CL0500000425 Safari Books Online
  identifier: https://doi.org/10.1002/9781118656471
  record info:
    record content source: DLC
    record creation date: 130523
    record change date: 20170124065957.4
    record identifier: ocn844775004
    language of cataloging:
      language term: eng