Rouah, Fabrice,  1964- <br/><br/>
The Heston model and its extensions in Matlab and C#  [electronic resource] / 
Fabrice Douglas Rouah ; [foreword by Steven L. Heston]. 
 - Hoboken, N.J. :  John Wiley & Sons, Inc.,  2013. 
 - xiii, 411 p. :  col. ill. 
 - Wiley finance series .
<br/><br/>Includes bibliographical references and index. 
<br/><br/>The Heston model for European options -- Integration issues, parameter effects, and variance modeling -- Derivations using the Fourier transform -- The fundamental approach to pricing options. 
<br/><br/><br/>Electronic reproduction. <br/>Palo Alto, Calif. : <br/>ebrary, <br/>2013. <br/>Available via World Wide Web. <br/>Access may be limited to ebrary affiliated libraries. 
<br/><br/><label>ISBN: </label>
<br/><br/><label>LCCN: </label>
<br/><br/><label>Subjects--Uniform Titles: </label><br/>MATLAB.
<br/><br/><label>Subjects--Topical Terms: </label><br/>Options (Finance)--Mathematical models.<br/>Options (Finance)--Prices.<br/>Finance--Mathematical models.<br/>C# (Computer program language)
<br/><br/><label>Index Terms--Genre/Form: </label><br/>Electronic books.
<br/><br/><label>LC Class. No.: </label>HG6024.A3  / R6777 2013eb 
<br/><br/><label>Dewey Class. No.: </label>332.64/53028553