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

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Bibliographische Detailangaben
1. Verfasser: Rouah, Fabrice, 1964-
Format: Elektronisch E-Book
Sprache:Englisch
Veröffentlicht: Hoboken, N.J. : John Wiley & Sons, Inc., 2013.
Schriftenreihe:Wiley finance series
Schlagworte:
Online-Zugang:https://biblioteca.ues.edu.sv/acceso/elibro/?url=https%3A%2F%2Felibro.net%2Fereader%2Fbiblioues/188419
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100 1 |a Rouah, Fabrice,  |d 1964- 
245 1 4 |a The Heston model and its extensions in Matlab and C# /  |c Fabrice Douglas Rouah ; [foreword by Steven L. Heston]. 
264 1 |a Hoboken, N.J. :  |b John Wiley & Sons, Inc.,  |c 2013. 
300 |a xiii, 411 p. :  |b col. ill. 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
347 |a data file  |2 rda 
440 0 |a Wiley finance series 
504 |a Includes bibliographical references and index. 
505 0 |a The Heston model for European options -- Integration issues, parameter effects, and variance modeling -- Derivations using the Fourier transform -- The fundamental approach to pricing options. 
588 |a Description based on metadata supplied by the publisher and other sources. 
590 |a Electronic resource. Santa Fe, Argentina: elibro, 2025. Available via the World Wide Web. Access may be limited to libraries affiliated with elibro. 
630 0 0 |a MATLAB. 
650 0 |a Options (Finance)  |x Mathematical models. 
650 0 |a Options (Finance)  |x Prices. 
650 0 |a Finance  |x Mathematical models. 
650 0 |a C# (Computer program language) 
655 4 |a Electronic books. 
797 2 |a elibro, Corp. 
856 4 0 |u https://biblioteca.ues.edu.sv/acceso/elibro/?url=https%3A%2F%2Felibro.net%2Fereader%2Fbiblioues/188419