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008    130523s2013    nju     ob    001 0 eng   
010      2013021020 
019    865013427|a879332944|a1114346471 
020    9781118695173|q(epub) 
020    1118695178|q(epub) 
020    9781118695180|q(pdf) 
020    1118695186|q(pdf) 
020    9781118695135|q(mobipocket) 
020    1118695135|q(mobipocket) 
020    9781118656471 
020    1118656474 
020    1118548256|q(pbk.) 
020    9781118548257|q(pbk.) 
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082 00 332.64/53028553 
082 00 332.64/53028553|223 
099    eBook O’Reilly for Public Libraries 
100 1  Rouah, Fabrice,|d1964- 
245 14 The Heston model and its extensions in Matlab and C♯ /
       |cFabrice Douglas Rouah.|h[O'Reilly electronic resource] 
264  1 Hoboken, New Jersey :|bJohn Wiley & Sons, Inc.,|c[2013] 
300    1 online resource 
336    text|btxt|2rdacontent 
337    computer|bc|2rdamedia 
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490 1  Wiley finance series. 
504    Includes bibliographical references and index. 
505 0  The Heston model for European options -- Integration 
       issues, parameter effects, and variance modeling -- 
       Derivations using the Fourier transform -- The fundamental
       approach to pricing options. 
520    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. This vital resource provides a thorough 
       derivation of the original model, and includes the most 
       important extensions and refinements that have allowed the
       model to produce option prices that are more accurate and 
       volatility surfaces that better reflect market conditions.
       The book's material is drawn from rese. 
588 0  Print version record and CIP data provided by publisher. 
590    O'Reilly|bO'Reilly Online Learning: Academic/Public 
       Library Edition 
630 00 MATLAB. 
630 07 MATLAB|2fast 
650  0 Options (Finance)|xMathematical models. 
650  0 Options (Finance)|xPrices. 
650  0 Finance|xMathematical models. 
650  0 C# (Computer program language) 
650  6 Options (Finances)|xModèles mathématiques. 
650  6 Options (Finances)|xPrix. 
650  6 Finances|xModèles mathématiques. 
650  6 C# (Langage de programmation) 
650  7 C# (Computer program language)|2fast 
650  7 Finance|xMathematical models|2fast 
650  7 Options (Finance)|xMathematical models|2fast 
650  7 Options (Finance)|xPrices|2fast 
776 08 |iPrint version:|aRouah, Fabrice, 1964-|tHeston model and 
       its extensions in Matlab and C♯.|dHoboken, New Jersey : 
       John Wiley & Sons, Inc., [2013]|z9781118548257|w(DLC)  
       2013019475 
830  0 Wiley finance series. 
856 40 |uhttps://ezproxy.naperville-lib.org/login?url=https://
       learning.oreilly.com/library/view/~/9781118548257/?ar
       |zAvailable on O’Reilly for Public Libraries 
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