Financial derivative and energy market valuation : theory and implementation in MATLAB / / Michael Mastro.
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| Year of Publication: | 2013 |
| Language: | English |
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| Physical Description: | viii, 649 p. :; ill. |
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5001132528 |
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| ctrlnum |
(MiAaPQ)5001132528 (Au-PeEL)EBL1132528 (CaPaEBR)ebr10682382 (CaONFJC)MIL476153 (OCoLC)808628436 |
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Mastro, Michael A., 1975- Financial derivative and energy market valuation [electronic resource] : theory and implementation in MATLAB / Michael Mastro. Hoboken, N.J. : Wiey, 2013. viii, 649 p. : ill. Includes bibliographical references and index. 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. Electronic reproduction. Ann Arbor, MI : ProQuest, 2016. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. MATLAB. Derivative securities. Energy derivatives. Electronic books. ProQuest (Firm) https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=1132528 Click to View |
| language |
English |
| format |
Electronic eBook |
| author |
Mastro, Michael A., 1975- |
| spellingShingle |
Mastro, Michael A., 1975- Financial derivative and energy market valuation theory and implementation in MATLAB / 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. |
| author_facet |
Mastro, Michael A., 1975- ProQuest (Firm) ProQuest (Firm) |
| author_variant |
m a m ma mam |
| author2 |
ProQuest (Firm) |
| author2_role |
TeilnehmendeR |
| author_corporate |
ProQuest (Firm) |
| author_sort |
Mastro, Michael A., 1975- |
| title |
Financial derivative and energy market valuation theory and implementation in MATLAB / |
| title_sub |
theory and implementation in MATLAB / |
| title_full |
Financial derivative and energy market valuation [electronic resource] : theory and implementation in MATLAB / Michael Mastro. |
| title_fullStr |
Financial derivative and energy market valuation [electronic resource] : theory and implementation in MATLAB / Michael Mastro. |
| title_full_unstemmed |
Financial derivative and energy market valuation [electronic resource] : theory and implementation in MATLAB / Michael Mastro. |
| title_auth |
Financial derivative and energy market valuation theory and implementation in MATLAB / |
| title_new |
Financial derivative and energy market valuation |
| title_sort |
financial derivative and energy market valuation theory and implementation in matlab / |
| publisher |
Wiey, |
| publishDate |
2013 |
| physical |
viii, 649 p. : ill. |
| contents |
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. |
| isbn |
9781118583586 (electronic bk.) |
| callnumber-first |
H - Social Science |
| callnumber-subject |
HG - Finance |
| callnumber-label |
HG6024 |
| callnumber-sort |
HG 46024 A3 M3774 42013 |
| genre |
Electronic books. |
| genre_facet |
Electronic books. |
| url |
https://ebookcentral.proquest.com/lib/oeawat/detail.action?docID=1132528 |
| illustrated |
Illustrated |
| dewey-hundreds |
300 - Social sciences |
| dewey-tens |
330 - Economics |
| dewey-ones |
332 - Financial economics |
| dewey-full |
332.64/57 |
| dewey-sort |
3332.64 257 |
| dewey-raw |
332.64/57 |
| dewey-search |
332.64/57 |
| oclc_num |
808628436 |
| work_keys_str_mv |
AT mastromichaela financialderivativeandenergymarketvaluationtheoryandimplementationinmatlab AT proquestfirm financialderivativeandenergymarketvaluationtheoryandimplementationinmatlab |
| status_str |
n |
| ids_txt_mv |
(MiAaPQ)5001132528 (Au-PeEL)EBL1132528 (CaPaEBR)ebr10682382 (CaONFJC)MIL476153 (OCoLC)808628436 |
| is_hierarchy_title |
Financial derivative and energy market valuation theory and implementation in MATLAB / |
| author2_original_writing_str_mv |
noLinkedField |
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1792330745981698048 |
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