The Heston model and its extensions in Matlab and C♯ /

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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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Détails bibliographiques
Cote:Libro Electrónico
Auteur principal: Rouah, Fabrice, 1964-
Format: Électronique eBook
Langue:Inglés
Publié: Hoboken, New Jersey : John Wiley & Sons, Inc., [2013]
Collection:Wiley finance series.
Sujets:
MATLAB.
MATLAB
Options (Finance) > Mathematical models.
Options (Finance) > Prices.
Finance > Mathematical models.
C# (Computer program language)
Options (Finances) > Modèles mathématiques.
Options (Finances) > Prix.
Finances > Modèles mathématiques.
C# (Langage de programmation)
BUSINESS & ECONOMICS > Investments & Securities > General.
Finance > Mathematical models
Options (Finance) > Mathematical models
Options (Finance) > Prices
Accès en ligne:Texto completo
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