01622nam a2200361 a 4500001001200000003000800012006001900020007001500039008004100054010001700095020002500112020002700137040002100164035002100185050002800206082002400234100002700258245013900285260005300424300003000477440002500507504005100532505019700583533015200780630001200932650004400944650003100988650003401019650003501053655002901088710001701117856012601134ebr10748713CaPaEBRm     o  u        cr cn|||||||||130517s2013    njuad   sb    001 0 eng d  z  2013019475  z9781118548257 (pbk.)  z9781118695180 (e-book)  aCaPaEBRcCaPaEBR  a(OCoLC)84477500414aHG6024.A3bR6777 2013eb04a332.64/530285532231 aRouah, Fabrice,d1964-14aThe Heston model and its extensions in Matlab and C#h[electronic resource] /cFabrice Douglas Rouah ; [foreword by Steven L. Heston].  aHoboken, N.J. :bJohn Wiley & Sons, Inc.,c2013.  axiii, 411 p. :bcol. ill. 0aWiley finance series  aIncludes bibliographical references and index.0 aThe Heston model for European options -- Integration issues, parameter effects, and variance modeling -- Derivations using the Fourier transform -- The fundamental approach to pricing options.  aElectronic reproduction.bPalo Alto, Calif. :cebrary,d2013.nAvailable via World Wide Web.nAccess may be limited to ebrary affiliated libraries.00aMATLAB. 0aOptions (Finance)xMathematical models. 0aOptions (Finance)xPrices. 0aFinancexMathematical models. 0aC# (Computer program language) 7aElectronic books.2local2 aebrary, Inc.40uhttp://site.ebrary.com/lib/rucke/Doc?id=10748713zAn electronic book accessible through the World Wide Web; click to view