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- 2013021020 contributor B12727789.
- 2013021020 date "2013".
- 2013021020 description "Description based on print version record and CIP data provided by publisher; resource not viewed.".
- 2013021020 description "Includes bibliographical references and index.".
- 2013021020 description "The Heston model for European options -- Integration issues, parameter effects, and variance modeling -- Derivations using the Fourier transform -- The fundamental approach to pricing options.".
- 2013021020 extent "1 online resource.".
- 2013021020 hasFormat "Heston model and its extensions in Matlab and C#".
- 2013021020 identifier "9781118695135 ( mobipocket)".
- 2013021020 identifier "9781118695173 (epub)".
- 2013021020 identifier "9781118695180 (pdf)".
- 2013021020 isFormatOf "Heston model and its extensions in Matlab and C#".
- 2013021020 isPartOf "Wiley finance series".
- 2013021020 issued "2013".
- 2013021020 language "eng".
- 2013021020 relation "Heston model and its extensions in Matlab and C#".
- 2013021020 subject "332.64/53028553 23".
- 2013021020 subject "C# (Computer program language)".
- 2013021020 subject "Finance Mathematical models.".
- 2013021020 subject "HG6024.A3".
- 2013021020 subject "MATLAB.".
- 2013021020 subject "Options (Finance) Mathematical models.".
- 2013021020 subject "Options (Finance) Prices.".
- 2013021020 tableOfContents "The Heston model for European options -- Integration issues, parameter effects, and variance modeling -- Derivations using the Fourier transform -- The fundamental approach to pricing options.".
- 2013021020 title "The Heston model and its extensions in Matlab and C# / Fabrice Douglas Rouah.".
- 2013021020 type "text".