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010   $a9781118695173
010   $a1118695178
010   $a9781118656471
010   $a1118656474
010   $a9781118695180
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035   $a(EBL)1363662
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035   $a(PQKBTitleCode)TC0000981865
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035   $a(DLC)  2013021020
035   $a(Au-PeEL)EBL1363662
035   $a(CaPaEBR)ebr10748713
035   $a(OCoLC)844775004
035   $a(CaSebORM)9781118548257
035   $a(MiAaPQ)EBC1363662
035   $a(OCoLC)879332944
035   $a(OCoLC)ocn879332944
035   $a(EXLCZ)992550000001111871
100   $a20130517d2013      uy         0
101 0 $aeng
135   $aur|n|---|||||
181   $ctxt
182   $cc
183   $acr
200 14$aThe Heston model and its extensions in Matlab and C# /$fFabrice Douglas Rouah ; [foreword by Steven L. Heston]
205   $a1st edition
210   $aHoboken, N.J. $cJohn Wiley & Sons, Inc.$d2013
215   $a1 online resource (434 p.)
225 1 $aWiley finance series
225  0$aWiley finance series
300   $aDescription based upon print version of record.
311 08$a9781118548257 
311 08$a1118548256 
311 08$a9781299805125 
311 08$a1299805124 
320   $aIncludes bibliographical references and index.
327   $aThe Heston model for European options -- Integration issues, parameter effects, and variance modeling -- Derivations using the Fourier transform -- The fundamental approach to pricing options.
330   $aTap into the power of the most popular stochastic volatility model for pricing equity derivatives Since its introduction in 1993, the Heston model has become a popular model for pricing equity derivatives, and the most popular stochastic volatility model in financial engineering. This vital resource provides a thorough derivation of the original model, and includes the most important extensions and refinements that have allowed the model to produce option prices that are more accurate and volatility surfaces that better reflect market conditions. The book's material is drawn from rese
410  0$aWiley Finance
606   $aOptions (Finance)$xMathematical models
606   $aOptions (Finance)$xPrices
606   $aFinance$xMathematical models
606   $aC# (Computer program language)
615  0$aOptions (Finance)$xMathematical models.
615  0$aOptions (Finance)$xPrices.
615  0$aFinance$xMathematical models.
615  0$aC# (Computer program language)
676   $a332.64/53028553
700   $aRouah$b Fabrice$f1964-$0889236
801  0$bMiAaPQ
801  1$bMiAaPQ
801  2$bMiAaPQ
906   $aBOOK
912   $a9910139005703321
996   $aThe Heston model and its extensions in Matlab and C$92256562
997   $aUNINA