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The Heston Model and Its Extensions in VBA

By: Fabrice D. Rouah (Author)

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Ksh 27,950.00

Format: Paperback or Softback

ISBN-13: 9781119003304

Publisher: John Wiley & Sons Inc

Publication Date: May 29th, 2015

Weight: 594 grams

Dimension: 18.00 x 25.40 x 2.20 cms

Category: FINANCE & ACCOUNTING

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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.

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