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The Heston Model and its Extensions in Matlab and C#: + Website (Wiley Finance)

De (autor) Cuvânt înainte de Steven L. Heston
Notă GoodReads:
en Limba Engleză Paperback – 18 Oct 2013
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.
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Specificații

ISBN-13: 9781118548257
ISBN-10: 1118548256
Pagini: 432
Ilustrații: illustrations
Dimensiuni: 178 x 251 x 23 mm
Greutate: 0.75 kg
Ediția: New.
Editura: Wiley
Seria Wiley Finance

Locul publicării: Hoboken, United States

Public țintă

Investors, Portfolio Managers, Financial Analysts, Institutional Investors, and other Investment professionals; Active Individual Traders and Investors, Professional Investors