The Heston model and its extensions in Matlab and C# (Record no. 113930)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01653nam a2200373 a 4500 |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.64/53028553 |
| 100 1# - MAIN ENTRY--AUTHOR NAME | |
| Personal name | Rouah, Fabrice, |
| 245 14 - TITLE STATEMENT | |
| Title | The Heston model and its extensions in Matlab and C# |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication | Hoboken, N.J. : |
| Name of publisher | John Wiley & Sons, Inc., |
| Year of publication | 2013. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | xiii, 411 p. : |
| Other physical details | col. ill. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | The Heston model for European options -- Integration issues, parameter effects, and variance modeling -- Derivations using the Fourier transform -- The fundamental approach to pricing options. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Options (Finance) |
| Topical Term | Options (Finance) |
| Topical Term | Finance |
| Topical Term | C# (Computer program language) |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | http://site.ebrary.com/lib/rucke/Doc?id=10748713 |
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