All ebooks by Fabrice D. Rouah in PDF and EPUB
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All ebooks by Fabrice D. Rouah in PDF and EPUB


3  Book(s)
Download this eBook The Heston Model and Its Extensions in VBA
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The Heston Model and Its Extensions in VBA


Fabrice D. Rouah


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. Light on theory,...

Publication date: 2015-03-24
Format: PDF, ePub
Publisher: Wiley
Collection: Wiley Finance
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£127,65
Download this eBook The Heston Model and its Extensions in Matlab and C#
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The Heston Model and its Extensions in Matlab and C#


Fabrice D. Rouah


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...

Publication date: 2013-08-01
Format: PDF, ePub
Publisher: Wiley
Collection: Wiley Finance
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£116,05
Download this eBook Option Pricing Models and Volatility Using Excel-VBA
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Option Pricing Models and Volatility Using Excel-VBA


Fabrice D. Rouah , Gregory Vainberg


This comprehensive guide offers traders, quants, and students the tools and techniques for using advanced models for pricing options. The accompanying website includes data files, such as options prices, stock prices, or index prices, as well as all of the codes needed...

Publication date: 2012-06-15
Format: PDF, ePub
Publisher: Wiley
Collection: Wiley Finance
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£94,95

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