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The Heston Model and Its Extensions in Matlab and C# + Website de F Rouah

The Heston Model and Its Extensions in Matlab and C# + Website: Wiley Finance

Autor F Rouah
en Limba Engleză Paperback – 17 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 254 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

Descriere scurtă

Notă biografică

FABRICE DOUGLAS ROUAH is a quantitative analyst who specializes in financial modeling of derivatives for pricing and risk management at Sapient Global Markets, a global consultancy. Prior to joining Sapient, Rouah worked at State Street Corporation and McGill University. He is the coauthor and/or coeditor of five books on hedge funds, commodity trading advisors, and option pricing. Rouah holds a PhD in finance and an MSc in statistics from McGill University, and a BSc in applied mathematics from Concordia University.

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