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Financial derivative and energy market valuation : theory and implementation in MATLAB /
A road map for implementing quantitative financial models Financial Derivative and Energy Market Valuation brings the application of financial models to a higher level by helping readers capture the true behavior of energy markets and related financial derivatives. The book provides readers with a r...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Hoboken, New Jersey :
Wiley,
©2012.
|
| Temas: | |
| Acceso en línea: | Texto completo Texto completo Texto completo |
MARC
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| 100 | 1 | |a Mastro, Michael A., |d 1975- |1 https://id.oclc.org/worldcat/entity/E39PCjxHphhD96xpBfvM9G3pHd | |
| 245 | 1 | 0 | |a Financial derivative and energy market valuation : |b theory and implementation in MATLAB / |c Michael Mastro. |
| 260 | |a Hoboken, New Jersey : |b Wiley, |c ©2012. | ||
| 300 | |a 1 online resource | ||
| 336 | |a text |b txt |2 rdacontent | ||
| 337 | |a computer |b c |2 rdamedia | ||
| 338 | |a online resource |b cr |2 rdacarrier | ||
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | |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 | 0 | |a Print version record and CIP data provided by publisher. | |
| 520 | |a A road map for implementing quantitative financial models Financial Derivative and Energy Market Valuation brings the application of financial models to a higher level by helping readers capture the true behavior of energy markets and related financial derivatives. The book provides readers with a range of statistical and quantitative techniques and demonstrates how to implement the presented concepts and methods in Matlab®. Featuring an unparalleled level of detail, this unique work provides the underlying theory and various advanced topics without requirin. | ||
| 590 | |a ProQuest Ebook Central |b Ebook Central Academic Complete | ||
| 590 | |a O'Reilly |b O'Reilly Online Learning: Academic/Public Library Edition | ||
| 630 | 0 | 0 | |a MATLAB. |
| 630 | 0 | 7 | |a MATLAB. |2 blmlsh |
| 630 | 0 | 7 | |a MATLAB |2 fast |
| 650 | 0 | |a Derivative securities. | |
| 650 | 0 | |a Energy derivatives. | |
| 650 | 6 | |a Instruments dérivés (Finances) | |
| 650 | 6 | |a Dérivés d'énergie (Finances) | |
| 650 | 7 | |a BUSINESS & ECONOMICS |x Investments & Securities |x General. |2 bisacsh | |
| 650 | 7 | |a Derivative securities |2 fast | |
| 650 | 7 | |a Energy derivatives |2 fast | |
| 776 | 0 | 8 | |i Print version: |a Mastro, Michael A., 1975- |t Financial derivative and energy market valuation. |d Hoboken, N.J. : Wiey, ©2012 |z 9781118487716 |w (DLC) 2012031825 |
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