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FINmELB |
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20200520144314.0 |
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m o d | |
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cr cn||||||||| |
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120823s2013 njua sb 001 0 eng d |
| 020 |
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|z 9781118487716 (cloth)
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| 020 |
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|z 9781118355114
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| 020 |
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|a 9781118583586 (electronic bk.)
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| 035 |
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|a (OCoLC)808628031
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| 040 |
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|a FINmELB
|c FINmELB
|d FINmELB
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| 050 |
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4 |
|a HG6024.A3
|b M3774 2013
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| 082 |
0 |
4 |
|a 332.64/57
|2 23
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| 100 |
1 |
|
|a Mastro, Michael A.,
|d 1975-
|
| 245 |
1 |
0 |
|a Financial derivative and energy market valuation
|h [electronic resource] :
|b theory and implementation in MATLAB /
|c Michael Mastro.
|
| 260 |
|
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|a Hoboken, N.J. :
|b Wiey,
|c 2013.
|
| 300 |
|
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|a viii, 649 p. :
|b ill.
|
| 504 |
|
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|a Includes bibliographical references and index.
|
| 505 |
0 |
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|a Financial models -- Jump models -- Options -- Binomial trees -- Trinomial trees -- Finite difference methods -- Kalman filter -- Futures and forwards -- Non-linear and non-Gaussian Kalman filter -- Short term deviation/long term equilibrium model -- Futures and forwards options -- Fourier transform -- Fundamentals of characteristic functions -- Application of characteristic functions -- Levy processes -- Fourier based option analysis -- Fundamentals of stochastic finance -- Affine jump-diffusion processes.
|
| 588 |
|
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|a Description based on metadata supplied by the publisher and other sources.
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| 590 |
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|a Electronic reproduction. Santa Fe, Arg.: elibro, 2021. Available via World Wide Web. Access may be limited to eLibro affiliated libraries.
|
| 630 |
0 |
0 |
|a MATLAB.
|
| 650 |
|
0 |
|a Derivative securities.
|
| 650 |
|
0 |
|a Energy derivatives.
|
| 655 |
|
4 |
|a Electronic books.
|
| 797 |
2 |
|
|a elibro, Corp.
|
| 856 |
4 |
0 |
|u https://elibro.uam.elogim.com/ereader/bidiuam/178475
|z Texto completo
|
| 950 |
|
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|a eLibro English
|
