The Heston Model and its Extensions in Matlab and C#, + Website - Wiley Finance - Fabrice D. Rouah - Books - John Wiley & Sons Inc - 9781118548257 - September 3, 2013
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The Heston Model and its Extensions in Matlab and C#, + Website - Wiley Finance

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Tap into the power of the most popular stochastic volatility model for pricing equity derivatives Since its introduction in 1993, the Heston model has become a popular model for pricing equity derivatives, and the most popular stochastic volatility model in financial engineering.


432 pages, illustrations

Media Books     Paperback Book   (Book with soft cover and glued back)
Released September 3, 2013
ISBN13 9781118548257
Publishers John Wiley & Sons Inc
Pages 432
Dimensions 178 × 250 × 22 mm   ·   748 g
Language English  

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