01653nam a2200373 a 4500 ebr10748713 CaPaEBR m o u cr cn||||||||| 130517s2013 njuad sb 001 0 eng d 2013019475 9781118548257 (pbk.) 9781118695180 (e-book) CaPaEBR CaPaEBR (OCoLC)844775004 HG6024.A3 R6777 2013eb 332.64/53028553 23 Rouah, Fabrice, 1964- The Heston model and its extensions in Matlab and C# [electronic resource] / Fabrice Douglas Rouah ; [foreword by Steven L. Heston]. Hoboken, N.J. : John Wiley & Sons, Inc., 2013. xiii, 411 p. : col. ill. Wiley finance series Includes bibliographical references and index. The Heston model for European options -- Integration issues, parameter effects, and variance modeling -- Derivations using the Fourier transform -- The fundamental approach to pricing options. Electronic reproduction. Palo Alto, Calif. : ebrary, 2013. Available via World Wide Web. Access may be limited to ebrary affiliated libraries. MATLAB. Options (Finance) Mathematical models. Options (Finance) Prices. Finance Mathematical models. C# (Computer program language) Electronic books. local ebrary, Inc. http://site.ebrary.com/lib/rucke/Doc?id=10748713 An electronic book accessible through the World Wide Web; click to view 113930 113930