| 000 | 01703nam a2200397 a 4500 | ||
|---|---|---|---|
| 001 | 0000173329 | ||
| 005 | 20171002063754.0 | ||
| 006 | m o u | ||
| 007 | cr cn||||||||| | ||
| 008 | 130517s2013 njuad sb 001 0 eng d | ||
| 010 | _z 2013019475 | ||
| 020 | _z9781118548257 (pbk.) | ||
| 020 | _z9781118695180 (e-book) | ||
| 035 | _a(CaPaEBR)ebr10748713 | ||
| 035 | _a(OCoLC)844775004 | ||
| 040 |
_aCaPaEBR _cCaPaEBR |
||
| 050 | 1 | 4 |
_aHG6024.A3 _bR6777 2013eb |
| 082 | 0 | 4 |
_a332.64/53028553 _223 |
| 100 | 1 |
_aRouah, Fabrice, _d1964- |
|
| 245 | 1 | 4 |
_aThe Heston model and its extensions in Matlab and C# _h[electronic resource] / _cFabrice Douglas Rouah ; [foreword by Steven L. Heston]. |
| 260 |
_aHoboken, N.J. : _bJohn Wiley & Sons, Inc., _c2013. |
||
| 300 |
_axiii, 411 p. : _bcol. ill. |
||
| 440 | 0 | _aWiley finance series | |
| 504 | _aIncludes bibliographical references and index. | ||
| 505 | 0 | _aThe Heston model for European options -- Integration issues, parameter effects, and variance modeling -- Derivations using the Fourier transform -- The fundamental approach to pricing options. | |
| 533 |
_aElectronic reproduction. _bPalo Alto, Calif. : _cebrary, _d2013. _nAvailable via World Wide Web. _nAccess may be limited to ebrary affiliated libraries. |
||
| 630 | 0 | 0 | _aMATLAB. |
| 650 | 0 |
_aOptions (Finance) _xMathematical models. |
|
| 650 | 0 |
_aOptions (Finance) _xPrices. |
|
| 650 | 0 |
_aFinance _xMathematical models. |
|
| 650 | 0 | _aC# (Computer program language) | |
| 655 | 7 |
_aElectronic books. _2local |
|
| 710 | 2 | _aebrary, Inc. | |
| 856 | 4 | 0 |
_uhttp://site.ebrary.com/lib/daystar/Doc?id=10748713 _zAn electronic book accessible through the World Wide Web; click to view |
| 908 | _a170314 | ||
| 942 | 0 | 0 | _cEB |
| 999 |
_c162471 _d162471 |
||