Financial derivative and energy market valuation theory and implementation in MATLAB /
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| Main Author: | |
|---|---|
| Corporate Author: | |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Hoboken, N.J. :
Wiey,
2013.
|
| Subjects: | |
| Online Access: | An electronic book accessible through the World Wide Web; click to view |
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| 005 | 20171002063416.0 | ||
| 006 | m u | ||
| 007 | cr cn||||||||| | ||
| 008 | 120823s2013 njua sb 001 0 eng d | ||
| 010 | |z 2012031825 | ||
| 020 | |z 9781118487716 (cloth) | ||
| 020 | |z 9781118355114 | ||
| 020 | |z 9781118583586 (e-book) | ||
| 035 | |a (CaPaEBR)ebr10682382 | ||
| 035 | |a (OCoLC)808628436 | ||
| 040 | |a CaPaEBR |c CaPaEBR | ||
| 050 | 1 | 4 | |a HG6024.A3 |b M3774 2013eb |
| 082 | 0 | 4 | |a 332.64/57 |2 23 |
| 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 | |a Hoboken, N.J. : |b Wiey, |c 2013. | ||
| 300 | |a viii, 649 p. : |b ill. | ||
| 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. | |
| 533 | |a Electronic reproduction. |b Palo Alto, Calif. : |c ebrary, |d 2013. |n Available via World Wide Web. |n Access may be limited to ebrary affiliated libraries. | ||
| 630 | 0 | 0 | |a MATLAB. |
| 650 | 0 | |a Derivative securities. | |
| 650 | 0 | |a Energy derivatives. | |
| 655 | 7 | |a Electronic books. |2 local | |
| 710 | 2 | |a ebrary, Inc. | |
| 856 | 4 | 0 | |u http://site.ebrary.com/lib/daystar/Doc?id=10682382 |z An electronic book accessible through the World Wide Web; click to view |
| 908 | |a 170314 | ||
| 942 | 0 | 0 | |c EB |
| 999 | |c 156798 |d 156798 | ||