The Heston Model and Its Extensions in MATLAB and C#

The Heston Model and Its Extensions in MATLAB and C#

for $ 81.99

81.99 The Heston Model and Its Extensions in MATLAB and C# http://covers.feedbooks.net/item/581630.jpg?t=1404300739 http://www.feedbooks.com/item/581630/the-heston-model-and-its-extensions-in-matlab-and-c?utm_medium=uwishlist&utm_source=amazon

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… (more)

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Book Details  


Publisher: Wiley (August 01, 2013)

Format: EPUB

Page count: 432 pages

File size: 17.2 MB

Protection: DRM

Language: English


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