The Heston model and its extensions in VBA /

• Κύριος συγγραφέας: Rouah, Fabrice, 1964-
• Μορφή: Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Hoboken, New Jersey : Wiley, 2015.
• Σειρά: Wiley finance series.
• Θέματα: Visual Basic for Applications (Computer program language); Options (Finance) > Mathematical models.; Options (Finance) > Prices.; Finance > Mathematical models.; BUSINESS & ECONOMICS / Finance.; Electronic books.

"Practical options pricing for better-informed investment decisions.The Heston Model and Its Extensions in VBA is the definitive guide to options pricing using two of the derivatives industry's most powerful modeling tools--the Heston model, and VBA. Light on theory, this extremely useful...