The Heston model and its extensions in Matlab and C#
Fabrice Douglas Rouah
| Year of publication: |
[2013]
|
|---|---|
| Authors: | Rouah, Fabrice |
| Publisher: |
Hoboken, NJ [u.a.] : Wiley |
| Subject: | Optionspreistheorie | Option pricing theory | Dynamische Wirtschaftstheorie | Economic dynamics | Programmiersprache | Programming language |
| Description of contents: | Table of Contents [gbv.de] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org] |
| Extent: | XIII, 411 S. graph. Darst. |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Includes bibliographical references and index. The Heston model for European optionsIntegration issues, parameter effects, and variance modeling -- Derivations using the Fourier transform -- The fundamental approach to pricing options. Erscheinungsjahr in Vorlageform: [c 2013] |
| ISBN: | 978-1-118-54825-7 ; 978-1-118-69518-0 ; 8671118695173 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010189646