The Heston Model and Its Extensions in VBA

Fabrice D. Rouah

John Wiley & Sons Inc, 2015

171,75 €On orderDelivery: 2-3 weeks

Practical options pricing for better-informed investment decisions. The Heston Model and Its Extensions in VBA is the definitive guide to options pricing using two of the derivatives industry's most powerful modeling tools the Heston model, and VBA.

ISBN-13
9781119003304
ISBN-10
111900330X
Publisher
John Wiley & Sons Inc
Year
2015
Publication date
2015-05-29
Pages
352
Dimensions
180x254x22
Weight
594