The Heston model and its extensions in VBA + website /

Rouah, Fabrice, 1964-

The Heston model and its extensions in VBA + website / Fabrice D. Rouah. - 1 online resource (349 pages) : illustrations, tables, graphs. - Wiley Finance Series . - Wiley finance series. .

Includes bibliographical references and index.

9781119003328


Visual Basic for Applications (Computer program language)


Options (Finance)--Mathematical models.
Options (Finance)--Prices.
Finance--Mathematical models.


Electronic books.

HG6024.A3 / .R6778 2015

332.64/5302855133