Financial derivative and energy market valuation theory and implementation in MATLAB /
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Glavni autor: | |
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Autor kompanije: | |
Format: | Elektronički e-knjiga |
Jezik: | engleski |
Izdano: |
Hoboken, N.J. :
Wiey,
2013.
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Teme: | |
Online pristup: | An electronic book accessible through the World Wide Web; click to view |
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Sadržaj:
- 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.