LEADER 01115nam0-22003131i-450- 001 990001071420403321 005 20070108120237.0 035 $a000107142 035 $aFED01000107142 035 $a(Aleph)000107142FED01 035 $a000107142 100 $a20001205d1974----km-y0itay50------ba 101 0 $aeng 102 $aAT 200 1 $aGlobal analysis and its applications$electures presented at an international seminar course at Trieste from 4 July to 25 August 1972 organized by the International Centre for Theoretical Physics, Trieste 210 $aVienna$cInternational Atomic Energy Agency$d1974 300 $aIn testa al front.: International Centre for Theoretical Physics, Trieste. 610 0 $aScuole di fisica 676 $a530.143 710 02$aInternational Centre for Theoretical Physics$013695 801 0$aIT$bUNINA$gRICA$2UNIMARC 901 $aBK 912 $a990001071420403321 952 $a22B-022.011$b9560$fFI1 952 $a22B-022.012$b9632$fFI1 952 $a22B-022.013$b9681$fFI1 959 $aFI1 996 $aGlobal analysis and its applications$9339941 997 $aUNINA LEADER 01277nam a2200277 i 4500 001 991003015249707536 005 20020503182132.0 008 991011s1865 fr ||| | fre 035 $ab10445894-39ule_inst 035 $aEXGIL113616$9ExL 040 $aBiblioteca Interfacoltà$bita 082 $a940.1 100 1 $aThierry, Amadée$0468788 245 10$aHistoire d'Attila et de ses successeurs :$bjusqu'à l'établissement des hongrois en Europe : suivie des legéndes et traditions /$cpar M. Amédée Thierry 260 $aParis :$bDidier et C.ie,$c1865 300 $a2 v. ;$c23 cm 600 04$aAttila $c 650 4$aUnni$xStori$ySec. 5.-10. 907 $a.b10445894$b02-04-14$c27-06-02 912 $a991003015249707536 945 $aLE007 940 THI 01.01$cv. 1$g1$i2007000093924$lle007$op$pE75.69$q-$rl$s- $t0$u0$v0$w0$x0$y.i14107624$z15-07-05 945 $aLE007 940 THI 01.01 $cv. 2$g1$i2007000093931$lle007$op$pE75.69$q-$rl$s- $t0$u0$v0$w0$x0$y.i14107636$z15-07-05 945 $aLE002 Fondo Giudici A 877-878$g1$iLE002G-2299-2300$lle002$o-$pE0.00$q-$rn$so $t0$u0$v0$w0$x0$y.i10516931$z27-06-02 996 $aHistoire d'Attila et de ses successeurs$9224202 997 $aUNISALENTO 998 $a(2)le007$ale002$b01-01-99$cm$da $e-$ffre$gfr $h0$i3 LEADER 03105nam 2200769 a 450 001 9910139005703321 005 20200520144314.0 010 $a9781118695173 010 $a1118695178 010 $a9781118656471 010 $a1118656474 010 $a9781118695180 010 $a1118695186 035 $a(CKB)2550000001111871 035 $a(EBL)1363662 035 $a(SSID)ssj0000981865 035 $a(PQKBManifestationID)11532544 035 $a(PQKBTitleCode)TC0000981865 035 $a(PQKBWorkID)10991710 035 $a(PQKB)11608784 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