The Heston model and its extensions in Matlab and C♯ /

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. This vital resource...

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Bibliographic Details

Main Author:	Rouah, Fabrice, 1964-
Format:	eBook
Language:	English
Published:	Hoboken, New Jersey : John Wiley & Sons, Inc., [2013]
Series:	Wiley finance series.
Subjects:	MATLAB. Options (Finance) > Mathematical models. Options (Finance) > Prices. Finance > Mathematical models. C# (Computer program language)
Online Access:	Connect to the full text of this electronic book