The Heston model and its extensions in VBA + website / Fabrice D. Rouah.

By: Rouah, Fabrice, 1964- [author.]Material type: TextTextSeries: Wiley finance seriesPublisher: Hoboken, New Jersey : Wiley, 2015Copyright date: 2015Description: 1 online resource (349 pages) : illustrations, tables, graphsContent type: text Media type: computer Carrier type: online resourceISBN: 9781119003328Subject(s): Visual Basic for Applications (Computer program language) | Options (Finance) -- Mathematical models | Options (Finance) -- Prices | Finance -- Mathematical modelsGenre/Form: Electronic books.Additional physical formats: Print version:: Heston model and its extensions in VBA + website.DDC classification: 332.64/5302855133 LOC classification: HG6024.A3 | .R6778 2015Online resources: Click to View
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Includes bibliographical references and index.

Description based on print version record.

Electronic reproduction. Ann Arbor, MI : ProQuest, 2016. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.

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