The Heston model and its extensions in Matlab and C♯:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Hoboken, New Jersey
John Wiley & Sons, Inc.
[2013]
|
| Schriftenreihe: | Wiley finance series
|
| Schlagworte: | |
| Online-Zugang: | FRO01 UBG01 Volltext |
| Beschreibung: | 1 Online-Ressource (XIII, 411 Seiten) |
| ISBN: | 9781118656471 9781118695173 9781118695180 9781118695135 |
Internformat
MARC
| LEADER | 00000nmm a2200000zc 4500 | ||
|---|---|---|---|
| 001 | BV043395943 | ||
| 003 | DE-604 | ||
| 005 | 20180413 | ||
| 007 | cr|uuu---uuuuu | ||
| 008 | 160222s2013 |||| o||u| ||||||eng d | ||
| 020 | |a 9781118656471 |c OnlineAusgabe |9 978-1-118-65647-1 | ||
| 020 | |a 9781118695173 |c epub |9 978-1-118-69517-3 | ||
| 020 | |a 9781118695180 |c pdf |9 978-1-118-69518-0 | ||
| 020 | |a 9781118695135 |c mobipocket |9 978-1-118-69513-5 | ||
| 024 | 7 | |a 10.1002/9781118656471 |2 doi | |
| 035 | |a (ZDB-35-WIC)ocn844775004 | ||
| 035 | |a (OCoLC)844775004 | ||
| 035 | |a (DE-599)BVBBV043395943 | ||
| 040 | |a DE-604 |b ger |e rda | ||
| 041 | 0 | |a eng | |
| 049 | |a DE-861 |a DE-473 | ||
| 082 | 0 | |a 332.64/53028553 |2 23 | |
| 100 | 1 | |a Rouah, Fabrice |d 1964- |e Verfasser |0 (DE-588)137369336 |4 aut | |
| 245 | 1 | 0 | |a The Heston model and its extensions in Matlab and C♯ |c Fabrice Douglas Rouah |
| 264 | 1 | |a Hoboken, New Jersey |b John Wiley & Sons, Inc. |c [2013] | |
| 264 | 4 | |c © 2013 | |
| 300 | |a 1 Online-Ressource (XIII, 411 Seiten) | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 490 | 0 | |a Wiley finance series | |
| 505 | 8 | |a Includes bibliographical references and index | |
| 505 | 8 | |a 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 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 | |
| 630 | 0 | 4 | |a MATLAB. |
| 650 | 7 | |a MATLAB. |2 fast | |
| 650 | 7 | |a BUSINESS & ECONOMICS / Investments & Securities / General |2 bisacsh | |
| 650 | 7 | |a C♯ (Computer program language) |2 fast | |
| 650 | 7 | |a Finance / Mathematical models |2 fast | |
| 650 | 7 | |a Options (Finance) / Mathematical models |2 fast | |
| 650 | 7 | |a Options (Finance) / Prices |2 fast | |
| 650 | 4 | |a Mathematisches Modell | |
| 650 | 4 | |a Wirtschaft | |
| 650 | 4 | |a Options (Finance) / Mathematical models | |
| 650 | 4 | |a Options (Finance) / Prices | |
| 650 | 4 | |a Finance / Mathematical models | |
| 650 | 4 | |a C# (Computer program language) | |
| 776 | 0 | 8 | |i Erscheint auch als |n Druckausgabe, pbk |z 978-1-118-54825-7 |
| 856 | 4 | 0 | |u https://onlinelibrary.wiley.com/doi/book/10.1002/9781118656471 |x Verlag |z URL des Erstveröffentlichers |3 Volltext |
| 912 | |a ZDB-35-WIC | ||
| 999 | |a oai:aleph.bib-bvb.de:BVB01-028814527 | ||
| 966 | e | |u https://onlinelibrary.wiley.com/doi/book/10.1002/9781118656471 |l FRO01 |p ZDB-35-WIC |q FRO_PDA_WIC |x Verlag |3 Volltext | |
| 966 | e | |u https://onlinelibrary.wiley.com/doi/book/10.1002/9781118656471 |l UBG01 |p ZDB-35-WIC |q UBG_Einzelkauf |x Verlag |3 Volltext | |
Datensatz im Suchindex
| _version_ | 1804175976277475328 |
|---|---|
| any_adam_object | |
| author | Rouah, Fabrice 1964- |
| author_GND | (DE-588)137369336 |
| author_facet | Rouah, Fabrice 1964- |
| author_role | aut |
| author_sort | Rouah, Fabrice 1964- |
| author_variant | f r fr |
| building | Verbundindex |
| bvnumber | BV043395943 |
| collection | ZDB-35-WIC |
| contents | Includes bibliographical references and index 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 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 |
| ctrlnum | (ZDB-35-WIC)ocn844775004 (OCoLC)844775004 (DE-599)BVBBV043395943 |
| dewey-full | 332.64/53028553 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.64/53028553 |
| dewey-search | 332.64/53028553 |
| dewey-sort | 3332.64 853028553 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Electronic eBook |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>02959nmm a2200589zc 4500</leader><controlfield tag="001">BV043395943</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20180413 </controlfield><controlfield tag="007">cr|uuu---uuuuu</controlfield><controlfield tag="008">160222s2013 |||| o||u| ||||||eng d</controlfield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781118656471</subfield><subfield code="c">OnlineAusgabe</subfield><subfield code="9">978-1-118-65647-1</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781118695173</subfield><subfield code="c">epub</subfield><subfield code="9">978-1-118-69517-3</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781118695180</subfield><subfield code="c">pdf</subfield><subfield code="9">978-1-118-69518-0</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781118695135</subfield><subfield code="c">mobipocket</subfield><subfield code="9">978-1-118-69513-5</subfield></datafield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1002/9781118656471</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ZDB-35-WIC)ocn844775004</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)844775004</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV043395943</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rda</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-861</subfield><subfield code="a">DE-473</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.64/53028553</subfield><subfield code="2">23</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Rouah, Fabrice</subfield><subfield code="d">1964-</subfield><subfield code="e">Verfasser</subfield><subfield code="0">(DE-588)137369336</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">The Heston model and its extensions in Matlab and C♯</subfield><subfield code="c">Fabrice Douglas Rouah</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Hoboken, New Jersey</subfield><subfield code="b">John Wiley & Sons, Inc.</subfield><subfield code="c">[2013]</subfield></datafield><datafield tag="264" ind1=" " ind2="4"><subfield code="c">© 2013</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">1 Online-Ressource (XIII, 411 Seiten)</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="490" ind1="0" ind2=" "><subfield code="a">Wiley finance series</subfield></datafield><datafield tag="505" ind1="8" ind2=" "><subfield code="a">Includes bibliographical references and index</subfield></datafield><datafield tag="505" ind1="8" ind2=" "><subfield code="a">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 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</subfield></datafield><datafield tag="630" ind1="0" ind2="4"><subfield code="a">MATLAB.</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">MATLAB.</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">BUSINESS & ECONOMICS / Investments & Securities / General</subfield><subfield code="2">bisacsh</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">C♯ (Computer program language)</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Finance / Mathematical models</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Options (Finance) / Mathematical models</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="7"><subfield code="a">Options (Finance) / Prices</subfield><subfield code="2">fast</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Mathematisches Modell</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Wirtschaft</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Options (Finance) / Mathematical models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Options (Finance) / Prices</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Finance / Mathematical models</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">C# (Computer program language)</subfield></datafield><datafield tag="776" ind1="0" ind2="8"><subfield code="i">Erscheint auch als</subfield><subfield code="n">Druckausgabe, pbk</subfield><subfield code="z">978-1-118-54825-7</subfield></datafield><datafield tag="856" ind1="4" ind2="0"><subfield code="u">https://onlinelibrary.wiley.com/doi/book/10.1002/9781118656471</subfield><subfield code="x">Verlag</subfield><subfield code="z">URL des Erstveröffentlichers</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">ZDB-35-WIC</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-028814527</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://onlinelibrary.wiley.com/doi/book/10.1002/9781118656471</subfield><subfield code="l">FRO01</subfield><subfield code="p">ZDB-35-WIC</subfield><subfield code="q">FRO_PDA_WIC</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield><datafield tag="966" ind1="e" ind2=" "><subfield code="u">https://onlinelibrary.wiley.com/doi/book/10.1002/9781118656471</subfield><subfield code="l">UBG01</subfield><subfield code="p">ZDB-35-WIC</subfield><subfield code="q">UBG_Einzelkauf</subfield><subfield code="x">Verlag</subfield><subfield code="3">Volltext</subfield></datafield></record></collection> |
| id | DE-604.BV043395943 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:24:50Z |
| institution | BVB |
| isbn | 9781118656471 9781118695173 9781118695180 9781118695135 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-028814527 |
| oclc_num | 844775004 |
| open_access_boolean | |
| owner | DE-861 DE-473 DE-BY-UBG |
| owner_facet | DE-861 DE-473 DE-BY-UBG |
| physical | 1 Online-Ressource (XIII, 411 Seiten) |
| psigel | ZDB-35-WIC ZDB-35-WIC FRO_PDA_WIC ZDB-35-WIC UBG_Einzelkauf |
| publishDate | 2013 |
| publishDateSearch | 2013 |
| publishDateSort | 2013 |
| publisher | John Wiley & Sons, Inc. |
| record_format | marc |
| series2 | Wiley finance series |
| spelling | Rouah, Fabrice 1964- Verfasser (DE-588)137369336 aut The Heston model and its extensions in Matlab and C♯ Fabrice Douglas Rouah Hoboken, New Jersey John Wiley & Sons, Inc. [2013] © 2013 1 Online-Ressource (XIII, 411 Seiten) txt rdacontent c rdamedia cr rdacarrier Wiley finance series Includes bibliographical references and index 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 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 MATLAB. MATLAB. fast BUSINESS & ECONOMICS / Investments & Securities / General bisacsh C♯ (Computer program language) fast Finance / Mathematical models fast Options (Finance) / Mathematical models fast Options (Finance) / Prices fast Mathematisches Modell Wirtschaft Options (Finance) / Mathematical models Options (Finance) / Prices Finance / Mathematical models C# (Computer program language) Erscheint auch als Druckausgabe, pbk 978-1-118-54825-7 https://onlinelibrary.wiley.com/doi/book/10.1002/9781118656471 Verlag URL des Erstveröffentlichers Volltext |
| spellingShingle | Rouah, Fabrice 1964- The Heston model and its extensions in Matlab and C♯ Includes bibliographical references and index 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 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 MATLAB. MATLAB. fast BUSINESS & ECONOMICS / Investments & Securities / General bisacsh C♯ (Computer program language) fast Finance / Mathematical models fast Options (Finance) / Mathematical models fast Options (Finance) / Prices fast Mathematisches Modell Wirtschaft Options (Finance) / Mathematical models Options (Finance) / Prices Finance / Mathematical models C# (Computer program language) |
| title | The Heston model and its extensions in Matlab and C♯ |
| title_auth | The Heston model and its extensions in Matlab and C♯ |
| title_exact_search | The Heston model and its extensions in Matlab and C♯ |
| title_full | The Heston model and its extensions in Matlab and C♯ Fabrice Douglas Rouah |
| title_fullStr | The Heston model and its extensions in Matlab and C♯ Fabrice Douglas Rouah |
| title_full_unstemmed | The Heston model and its extensions in Matlab and C♯ Fabrice Douglas Rouah |
| title_short | The Heston model and its extensions in Matlab and C♯ |
| title_sort | the heston model and its extensions in matlab and c♯ |
| topic | MATLAB. MATLAB. fast BUSINESS & ECONOMICS / Investments & Securities / General bisacsh C♯ (Computer program language) fast Finance / Mathematical models fast Options (Finance) / Mathematical models fast Options (Finance) / Prices fast Mathematisches Modell Wirtschaft Options (Finance) / Mathematical models Options (Finance) / Prices Finance / Mathematical models C# (Computer program language) |
| topic_facet | MATLAB. BUSINESS & ECONOMICS / Investments & Securities / General C♯ (Computer program language) Finance / Mathematical models Options (Finance) / Mathematical models Options (Finance) / Prices Mathematisches Modell Wirtschaft C# (Computer program language) |
| url | https://onlinelibrary.wiley.com/doi/book/10.1002/9781118656471 |
| work_keys_str_mv | AT rouahfabrice thehestonmodelanditsextensionsinmatlabandc |