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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...
| Cote: | Libro Electrónico |
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| Auteur principal: | |
| Format: | Électronique eBook |
| Langue: | Inglés |
| Publié: |
Hoboken, New Jersey :
John Wiley & Sons, Inc.,
[2013]
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| Collection: | Wiley finance series.
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| Sujets: | |
| Accès en ligne: | Texto completo Texto completo |
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