The Heston model and its extensions in Matlab and C#:
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Hoboken, N.J.
John Wiley & Sons, Inc.
2013
|
| Schlagworte: | |
| Beschreibung: | Includes bibliographical references and index |
| Beschreibung: | xiii, 411 p. |
| ISBN: | 9781118695180 |
Internformat
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| 082 | 0 | |a 332.64/53028553 |2 23 | |
| 100 | 1 | |a Rouah, Fabrice |d 1964- |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a The Heston model and its extensions in Matlab and C# |c Fabrice Douglas Rouah ; [foreword by Steven L. Heston] |
| 264 | 1 | |a Hoboken, N.J. |b John Wiley & Sons, Inc. |c 2013 | |
| 300 | |a xiii, 411 p. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b c |2 rdamedia | ||
| 338 | |b cr |2 rdacarrier | ||
| 500 | |a Includes bibliographical references and index | ||
| 505 | 0 | |a The Heston model for European options -- Integration issues, parameter effects, and variance modeling -- Derivations using the Fourier transform -- The fundamental approach to pricing options | |
| 630 | 0 | 4 | |a MATLAB. |
| 650 | 4 | |a Mathematisches Modell | |
| 650 | 4 | |a Options (Finance) |x Mathematical models | |
| 650 | 4 | |a Options (Finance) |x Prices | |
| 650 | 4 | |a Finance |x Mathematical models | |
| 650 | 4 | |a C# (Computer program language) | |
| 776 | 0 | 8 | |i Erscheint auch als |n Druck-Ausgabe, Paperback |z 978-1-118-54825-7 |
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Datensatz im Suchindex
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| author | Rouah, Fabrice 1964- |
| author_facet | Rouah, Fabrice 1964- |
| author_role | aut |
| author_sort | Rouah, Fabrice 1964- |
| author_variant | f r fr |
| building | Verbundindex |
| bvnumber | BV044177703 |
| collection | ZDB-30-PAD ZDB-30-PBE |
| contents | The Heston model for European options -- Integration issues, parameter effects, and variance modeling -- Derivations using the Fourier transform -- The fundamental approach to pricing options |
| ctrlnum | (ZDB-30-PAD)EBC1363662 (ZDB-89-EBL)EBL1363662 (OCoLC)844775004 (DE-599)BVBBV044177703 |
| 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 |
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| id | DE-604.BV044177703 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T07:45:53Z |
| institution | BVB |
| isbn | 9781118695180 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-029584548 |
| oclc_num | 844775004 |
| open_access_boolean | |
| physical | xiii, 411 p. |
| psigel | ZDB-30-PAD ZDB-30-PBE |
| publishDate | 2013 |
| publishDateSearch | 2013 |
| publishDateSort | 2013 |
| publisher | John Wiley & Sons, Inc. |
| record_format | marc |
| spelling | Rouah, Fabrice 1964- Verfasser aut The Heston model and its extensions in Matlab and C# Fabrice Douglas Rouah ; [foreword by Steven L. Heston] Hoboken, N.J. John Wiley & Sons, Inc. 2013 xiii, 411 p. txt rdacontent c rdamedia cr rdacarrier Includes bibliographical references and index The Heston model for European options -- Integration issues, parameter effects, and variance modeling -- Derivations using the Fourier transform -- The fundamental approach to pricing options MATLAB. Mathematisches Modell Options (Finance) Mathematical models Options (Finance) Prices Finance Mathematical models C# (Computer program language) Erscheint auch als Druck-Ausgabe, Paperback 978-1-118-54825-7 |
| spellingShingle | Rouah, Fabrice 1964- The Heston model and its extensions in Matlab and C# The Heston model for European options -- Integration issues, parameter effects, and variance modeling -- Derivations using the Fourier transform -- The fundamental approach to pricing options MATLAB. Mathematisches Modell 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 ; [foreword by Steven L. Heston] |
| title_fullStr | The Heston model and its extensions in Matlab and C# Fabrice Douglas Rouah ; [foreword by Steven L. Heston] |
| title_full_unstemmed | The Heston model and its extensions in Matlab and C# Fabrice Douglas Rouah ; [foreword by Steven L. Heston] |
| 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. Mathematisches Modell Options (Finance) Mathematical models Options (Finance) Prices Finance Mathematical models C# (Computer program language) |
| topic_facet | MATLAB. Mathematisches Modell Options (Finance) Mathematical models Options (Finance) Prices Finance Mathematical models C# (Computer program language) |
| work_keys_str_mv | AT rouahfabrice thehestonmodelanditsextensionsinmatlabandc |