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010 a| 2013021020;

020 a| 9781118695173 (epub);

020 a| 9781118695180 (pdf);

020 a| 9781118695135 ( mobipocket);

020 z| 9781118548257 (pbk.);

035 a| (WaSeSS)ssj0000981865;

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049 a| EREEa| NEHH;

050 00 a| HG6024.A3;

082 00 a| 332.64/530285532| 23;

100 1 a| Rouah, Fabrice,d| 1964-=| ^A1299465;

245 14 a| The Heston model and its extensions in Matlab and C#h| [electronic resource] /c| Fabrice Douglas Rouah.;

260 a| Hoboken, New Jersey :b| John Wiley & Sons, Inc.,c| [2013];

300 a| 1 online resource.;

490 0 a| Wiley finance series;

504 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.;

506 a| Available only to authorized users.;

538 a| Mode of access: World Wide Web;

588 a| Description based on print version record and CIP data provided by publisher.;

630 00 a| MATLAB.=| ^A393235;

650 0 a| Options (Finance)x| Mathematical models.=| ^A275182;

650 0 a| Options (Finance)x| Prices.=| ^A234617;

650 0 a| Financex| Mathematical models.=| ^A51853;

650 0 a| C# (Computer program language)=| ^A518319;

655 0 a| Electronic books.=| ^A491897;

776 08 i| Print version:a| Rouah, Fabrice, 1964-t| Heston model and its extensions in Matlab and C#d| Hoboken, New Jersey : John Wiley & Sons, Inc., [2013]z| 9781118548257w| (DLC) 2013019475;

856 40 z| Full text available from Ebook Central - Academic Completeu| https://ebookcentral.proquest.com/lib/eastcarolina/detail.action?docID=1363662;

949 a| CLICK ON WEB ADDRESSw| ASISh| JOYNER188;

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596 a| 1 3 4;

998 a| 4443503;

999 a| CLICK ON WEB ADDRESSw| ASISc| 1i| 4443503-1001l| JNETm| JOYNERr| Ys| Yt| JNESSBKu| 6/30/2016x| EBOOKz| JERESOURCE;

999 a| CLICK ON WEB ADDRESSw| ASISc| 1i| 4443503-2001l| HSLELECm| HSLr| Ys| Yt| HEBKu| 6/30/2016x| EBOOKz| HERESOURCE;

999 a| CLICK ON WEB ADDRESSw| ASISc| 1i| 4443503-3001l| MNETm| JMUSICr| Ys| Yt| MNESSBKu| 6/30/2016x| EBOOKz| JERESOURCE;

The Heston model and its extensions in Matlab and C# / Fabrice Douglas Rouah.

Author/creator	Rouah, Fabrice, 1964-
Format	Electronic
Publication Info	Hoboken, New Jersey : John Wiley & Sons, Inc., [2013]
Description	1 online resource.
Supplemental Content	Full text available from Ebook Central - Academic Complete
Subjects	MATLAB. Options (Finance)--Mathematical models. Options (Finance)--Prices. Finance--Mathematical models. C# (Computer program language)

Series	Wiley finance series
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.
Bibliography note	Includes bibliographical references and index.
Access restriction	Available only to authorized users.
Technical details	Mode of access: World Wide Web
Source of description	Description based on print version record and CIP data provided by publisher.
Issued in other form	Print version: Rouah, Fabrice, 1964- Heston model and its extensions in Matlab and C# Hoboken, New Jersey : John Wiley & Sons, Inc., [2013] 9781118548257
Genre/form	Electronic books.
LCCN	2013021020
ISBN	9781118695173 (epub)
ISBN	9781118695180 (pdf)
ISBN	9781118695135 ( mobipocket)

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The Heston model and its extensions in Matlab and C# / Fabrice Douglas Rouah.

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