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The Heston model and its extensions ...

Rouah, Fabrice, (1964-)

The Heston model and its extensions in Matlab and C#

Record Type:	Electronic resources : Monograph/item
Title/Author:	The Heston model and its extensions in Matlab and C#Fabrice Douglas Rouah.
Author:	Rouah, Fabrice,
Published:	Hoboken, NJ :John Wiley and Sons,c2013.
Description:	1 online resource (xiii, 411 p.)
Subject:	Options (Finance)Mathematical models.
Online resource:	http://onlinelibrary.wiley.com/book/10.1002/9781118656471
ISBN:	9781118656471 (electronic bk.)

The Heston model and its extensions in Matlab and C#
Rouah, Fabrice,1964-

The Heston model and its extensions in Matlab and C#[electronic resource] /Fabrice Douglas Rouah. - 1st ed. - Hoboken, NJ :John Wiley and Sons,c2013. - 1 online resource (xiii, 411 p.) - Wiley finance series. - Wiley finance series..

Includes bibliographical references and index.

ISBN: 9781118656471 (electronic bk.)

LCCN: 2013021020Subjects--Uniform Titles:

MATLAB.
Subjects--Topical Terms:

183333
Options (Finance)
--Mathematical models.

LC Class. No.: HG6024.A3 / R6777 2013

Dewey Class. No.: 332.64/53028553

The Heston model and its extensions in Matlab and C#
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245 1 4 $a The Heston model and its extensions in Matlab and C# $h [electronic resource] / $c Fabrice Douglas Rouah.
250 $a 1st ed.
260 $a Hoboken, NJ : $b John Wiley and Sons, $c c2013.
300 $a 1 online resource (xiii, 411 p.)
490 1 $a Wiley finance series
504 $a Includes bibliographical references and index.
588 $a Description based on online resource; title from digital title page (viewed on October 7, 2013)
630 0 0 $a MATLAB. $3 181993
650 0 $a Options (Finance) $x Mathematical models. $3 183333
650 0 $a Options (Finance) $x Prices. $3 207696
650 0 $a Finance $x Mathematical models. $3 183782
650 0 $a C# (Computer program language) $3 215229
830 0 $a Wiley finance series. $3 215310
856 4 0 $u http://onlinelibrary.wiley.com/book/10.1002/9781118656471