Financial derivative and energy market valuation theory and implementation in MATLAB /

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autor principal: Mastro, Michael A., 1975-
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Hoboken, N.J. : Wiey, 2013.
Temas:
MATLAB.
Derivative securities.
Energy derivatives.
Electronic books.
Acceso en línea:Texto completo
Tabla de Contenidos:
  • 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.

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