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General Book Search for "9781118548257"

General Books
School Books

The Heston Model and its Extensions in Matlab and C#, + Website

Author : Fabrice D. Rouah
Paperback
Published : Friday 18 October 2013
ISBN : 9781118548257
Price : €128.70

Description

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.