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The Heston Model and its Extensions in Matlab and C#, + Website - Wiley Finance Fabrice D. Rouah
The Heston Model and its Extensions in Matlab and C#, + Website - Wiley Finance
Fabrice D. Rouah
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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