The Heston model and its extensions in Matlab and C#

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...

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Podrobná bibliografia

Hlavní autori:	Rouah, Fabrice, Heston, Steven L.
Médium:	E-kniha Kniha
Jazyk:	English
Vydavateľské údaje:	Hoboken, N. J John Wiley & Sons 2013 Wiley John Wiley & Sons, Incorporated Wiley-Blackwell
Vydanie:	1
Edícia:	Wiley finance series
Predmet:	C# (Computer program language) Dynamische Wirtschaftstheorie Finance Finance > Mathematical models Mathamatical models Mathematical models MATLAB MATLAB (Computer program) Options (Finance) Options (Finance) > Mathematical models Options (Finance) > Prices Optionspreistheorie Prices Prizes Programmiersprache
ISBN:	9781118548257, 1118548256, 9781118695173, 1118695178
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