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

-д хадгалсан:
Номзүйн дэлгэрэнгүй
Үндсэн зохиолч: Mastro, Michael A., 1975-
Байгууллагын зохиогч: ebrary, Inc
Формат: Цахим Цахим ном
Хэл сонгох:англи
Хэвлэсэн: Hoboken, N.J. : Wiey, 2013.
Нөхцлүүд:
Онлайн хандалт:An electronic book accessible through the World Wide Web; click to view
Шошгууд: Шошго нэмэх
Шошго байхгүй, Энэхүү баримтыг шошголох эхний хүн болох!
Агуулга:
  • 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.