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Financial derivative and energy mark...

Mastro, Michael A., (1975-)

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

紀錄類型:	書目-語言資料,印刷品 : Monograph/item
正題名/作者:	Financial derivative and energy market valuation :Michael Mastro.
其他題名:	theory and implementation in MATLAB /
作者:	Mastro, Michael A.,
出版者:	Hoboken, N.J. :Wiey,c2013.
面頁冊數:	viii, 649 p. :ill. ;25 cm.
標題:	Derivative securities.
ISBN:	9781118487716 (hbk.) :

Financial derivative and energy market valuation :theory and implementation in MATLAB /
Mastro, Michael A.,1975-

Financial derivative and energy market valuation :theory and implementation in MATLAB /Michael Mastro. - Hoboken, N.J. :Wiey,c2013. - viii, 649 p. :ill. ;25 cm.

Includes bibliographical references and index.

Financial models -- Jump models -- Options -- Binomial trees -- Trinomial trees -- Finite difference methods -- Kalman filter -- Futures and forwards -- Nonlinear 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.

ISBN: 9781118487716 (hbk.) :NT$4012

LCCN: 2012031825Subjects--Uniform Titles:

MATLAB.
Subjects--Topical Terms:

200051
Derivative securities.

LC Class. No.: HG6024.A3 / M3774 2013

Dewey Class. No.: 332.64/57

Financial derivative and energy market valuation :theory and implementation in MATLAB /
LDR:01182cam a2200217 a 4500 001 483622
003 DLC
005 20130812110706.0
008 161007s2013 njua b 001 0 eng
010 $a 2012031825
020 $a 9781118487716 (hbk.) : $c NT$4012
020 $a 1118487710 (hbk.)
035 $a 2012031825
040 $a DLC $c DLC $d DLC
042 $a pcc
050 0 0 $a HG6024.A3 $b M3774 2013
082 0 0 $a 332.64/57 $2 23
100 1 $a Mastro, Michael A., $d 1975- $3 741327
245 1 0 $a Financial derivative and energy market valuation : $b theory and implementation in MATLAB / $c Michael Mastro.
260 $a Hoboken, N.J. : $b Wiey, $c c2013.
300 $a viii, 649 p. : $b ill. ; $c 25 cm.
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 -- Nonlinear 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.
630 0 0 $a MATLAB. $3 181993
650 0 $a Derivative securities. $3 200051
650 0 $a Energy derivatives. $3 713755