The Heston model and its extensions in VBA /

"Practical options pricing for better-informed investment decisions. The Heston Model and Its Extensions in VBA is the definitive guide to options pricing using two of the derivatives industry's most powerful modeling tools--the Heston model, and VBA. Light on theory, this extremely useful...

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Bibliographic Details

Main Author:	Rouah, Fabrice, 1964-
Format:	eBook
Language:	English
Published:	Hoboken, New Jersey : Wiley, 2015.
Subjects:	Visual Basic for Applications (Computer program language) Options (Finance) > Mathematical models. Options (Finance) > Prices. Finance > Mathematical models.
Online Access:	Connect to the full text of this electronic book