000			01653nam a2200373 a 4500
001			ebr10748713
003			CaPaEBR
006			m o u
007			cr cn|||||||||
008			130517s2013 njuad sb 001 0 eng d
010			_z 2013019475
020			_z9781118548257 (pbk.)
020			_z9781118695180 (e-book)
040			_aCaPaEBR _cCaPaEBR
035			_a(OCoLC)844775004
050	1	4	_aHG6024.A3 _bR6777 2013eb
082	0	4	_a332.64/53028553 _223
100	1		_aRouah, Fabrice, _d1964-
245	1	4	_aThe Heston model and its extensions in Matlab and C# _h[electronic resource] / _cFabrice Douglas Rouah ; [foreword by Steven L. Heston].
260			_aHoboken, N.J. : _bJohn Wiley & Sons, Inc., _c2013.
300			_axiii, 411 p. : _bcol. ill.
440		0	_aWiley finance series
504			_aIncludes bibliographical references and index.
505	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.
533			_aElectronic reproduction. _bPalo Alto, Calif. : _cebrary, _d2013. _nAvailable via World Wide Web. _nAccess may be limited to ebrary affiliated libraries.
630	0	0	_aMATLAB.
650		0	_aOptions (Finance) _xMathematical models.
650		0	_aOptions (Finance) _xPrices.
650		0	_aFinance _xMathematical models.
650		0	_aC# (Computer program language)
655		7	_aElectronic books. _2local
710	2		_aebrary, Inc.
856	4	0	_uhttp://site.ebrary.com/lib/rucke/Doc?id=10748713 _zAn electronic book accessible through the World Wide Web; click to view
999			_c113930 _d113930