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01729nam a2200409 a 4500 |
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EBC1363662 |
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MiAaPQ |
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20200520144314.0 |
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m o d | |
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cr cn||||||||| |
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130517s2013 njuad sb 001 0 eng d |
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|z 2013019475
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|z 9781118548257 (pbk.)
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|a 9781118695180 (electronic bk.)
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|a (MiAaPQ)EBC1363662
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|a (Au-PeEL)EBL1363662
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|a (CaPaEBR)ebr10748713
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|a (OCoLC)844775004
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|a MiAaPQ
|c MiAaPQ
|d MiAaPQ
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4 |
|a HG6024.A3
|b R6777 2013
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| 082 |
0 |
4 |
|a 332.64/53028553
|2 23
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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#
|h [electronic resource] /
|c Fabrice Douglas Rouah ; [foreword by Steven L. Heston].
|
| 260 |
|
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|a Hoboken, N.J. :
|b John Wiley & Sons, Inc.,
|c 2013.
|
| 300 |
|
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|a xiii, 411 p. :
|b col. ill.
|
| 440 |
|
0 |
|a Wiley finance series
|
| 504 |
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|a Includes bibliographical references and index.
|
| 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.
|
| 533 |
|
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|a Electronic reproduction. Ann Arbor, MI : ProQuest, 2015. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
|
| 630 |
0 |
0 |
|a MATLAB.
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| 650 |
|
0 |
|a Options (Finance)
|x Mathematical models.
|
| 650 |
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0 |
|a Options (Finance)
|x Prices.
|
| 650 |
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0 |
|a Finance
|x Mathematical models.
|
| 650 |
|
0 |
|a C# (Computer program language)
|
| 655 |
|
4 |
|a Electronic books.
|
| 710 |
2 |
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|a ProQuest (Firm)
|
| 856 |
4 |
0 |
|u https://ebookcentral.proquest.com/lib/matrademy/detail.action?docID=1363662
|z Click to View
|
