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Financial derivative and energy market valuation theory and implementation in MATLAB / Michael Mastro.
| Author/creator | Mastro, Michael A., 1975- |
| Format | Electronic |
| Publication Info | Hoboken, New Jersey : Wiley, |
| Description | 1 online resource. |
| Supplemental Content | Full text available from Ebook Central - Academic Complete |
| Subjects |
| 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. |
| Bibliography note | Includes bibliographical references and index. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Source of description | Description based on print version record and CIP data provided by publisher. |
| Issued in other form | Print version: Mastro, Michael A., 1975- Financial derivative and energy market valuation Hoboken, N.J. : Wiey, c2012 9781118487716 |
| Genre/form | Electronic books. |
| LCCN | 2012035101 |
| ISBN | 9781118501818 (epub) |
| ISBN | 9781118501764 (pdf) |
| ISBN | 9781118501795 ( mobi) |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | Access Content Online | ✔ Available |