Cover Image

QR Code

The Heston model and its extensions in Matlab and C#

Bibliographic Details
Main Author:	Rouah, Fabrice, 1964-
Corporate Author:	ProQuest (Firm)
Format:	Electronic eBook
Language:	English
Published:	Hoboken, N.J. : John Wiley & Sons, Inc., 2013.
Series:	Wiley finance series
Subjects:	MATLAB. Options (Finance) > Mathematical models. Options (Finance) > Prices. Finance > Mathematical models. C# (Computer program language) Electronic books.
Online Access:	Click to View

Similar Items

The Heston model and its extensions in VBA + website /
by: Rouah, Fabrice, 1964-
Published: (2015)

Financial modelling theory, implementation and practice (with Matlab source) /
by: Kienitz, Joerg.
Published: (2012)

C# for financial markets
by: Duffy, Daniel J.
Published: (2013)

Hedge fund modelling and analysis using MATLAB /
by: Darbyshire, Paul,, et al.
Published: (2014)

Quantitative finance : an object-oriented approach in C++ /
by: Schlogl, Erik,
Published: (2014)

The Black-Scholes model
by: Capinski, Marek, 1951-
Published: (2012)

Nonlinear models in mathematical finance new research trends in option pricing /
Published: (2008)

Fourier transform methods in finance
Published: (2010)

Robust static super-replication of barrier options
by: Maruhn, Jan H.
Published: (2009)

The SABR/LIBOR market model pricing, calibration and hedging for complex interest-rate derivatives /
by: Rebonato, Riccardo.
Published: (2009)

Financial instrument pricing using C++ /
by: Duffy, Daniel J.,
Published: (2018)

Financial instrument pricing using C++
by: Duffy, Daniel J.
Published: (2004)

Financial modelling in practice a concise guide for intermediate and advanced level /
by: Rees, Michael, 1964-
Published: (2008)

Forecasting volatility in the financial markets
Published: (2007)

The mathematics of derivatives securities with applications in MATLAB
by: Cerrato, Mario.
Published: (2012)

American-type options : stochastic approximation methods. Volume 1 /
by: Silvestrov, Dmitrii S.
Published: (2014)

American-type options.
by: Silvestrov, Dmitrii S.,
Published: (2015)

Option trading pricing and volatility strategies and techniques /
by: Sinclair, Euan, 1969-
Published: (2010)

Volatility : practical options theory /
by: Iqbal, Adam S., 1983-
Published: (2018)

Central counterparties : mandatory clearing and bilateral margin requirements for OTC derivatives /
by: Gregory, Jon,
Published: (2014)

Principles of financial modelling : model design and best practices using Excel and VBA /
by: Rees, Michael, 1964-
Published: (2018)

Modeling derivatives in C++
by: London, Justin, 1973-
Published: (2005)

The complete book of option spreads and combinations : strategies for income generation, directional moves, and risk reduction /
by: Nations, Scott,
Published: (2014)

Advanced financial modelling
Published: (2009)

Mathematics for business, science, and technology with MATLAB and spreadsheet applications /
by: Karris, Steven T.
Published: (2007)

Quantitative analysis, derivatives modeling, and trading strategies in the presence of counterparty credit risk for fixed-income market /
by: Tang, Yi.
Published: (2007)

The money formula : dodgy finance, pseudo science, and how mathematicians took over the markets /
by: Wilmott, Paul,, et al.
Published: (2017)

Intermediate structured finance modeling : everaging excel, VBA, access, and powerpoint /
by: Preinitz, William, 1950-, et al.
Published: (2011)

Modeling and pricing of swaps for financial and energy markets with stochastic volatilities
by: Svishchuk, A. V.
Published: (2013)

How to implement market models using VBA /
by: Goossens, Francois, 1960-
Published: (2015)

Python for finance : build real-life Python applications for quantitative finance and financial engineering /
by: Yan, Yuxing,
Published: (2014)

Financial derivative and energy market valuation theory and implementation in MATLAB /
by: Mastro, Michael A., 1975-
Published: (2013)

Introduction to R for quantitative finance /
by: Daroczi, Gergely.
Published: (2013)

The nature of informed option trading : evidence from the takeover market /
by: Klapper, Marco,
Published: (2014)

Hedging derivatives
by: Rheinlander, Thorsten.
Published: (2011)

The Option-iPoD : the probability of default implied by option prices based on entropy /
by: Capuano, Christian.
Published: (2008)

Interest rate risk modeling the fixed income valuation course /
by: Nawalkha, Sanjay K.
Published: (2005)

Financial risk modelling and portfolio optimization with R /
by: Pfaff, Bernhard,
Published: (2016)

Building automated trading systems with an introduction to Visual C++.NET 2005 /
by: Van Vliet, Benjamin.
Published: (2007)

Financial modeling with Crystal Ball and Excel
by: Charnes, John Martin.
Published: (2012)