Financial derivative and energy market valuation theory and implementation in MATLAB /
Guardado en:
| Autor principal: | |
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| Autor Corporativo: | |
| Formato: | Electrónico eBook |
| Lenguaje: | inglés |
| Publicado: |
Hoboken, N.J. :
Wiey,
2013.
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| Materias: | |
| Acceso en línea: | An electronic book accessible through the World Wide Web; click to view |
| Etiquetas: |
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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.