The Resource Financial derivative and energy market valuation : theory and implementation in MATLAB, Michael Mastro, (electronic resource)

Financial derivative and energy market valuation : theory and implementation in MATLAB, Michael Mastro, (electronic resource)

Label
Financial derivative and energy market valuation : theory and implementation in MATLAB
Title
Financial derivative and energy market valuation
Title remainder
theory and implementation in MATLAB
Statement of responsibility
Michael Mastro
Creator
Subject
Language
eng
Summary
A road map for implementing quantitative financial models Financial Derivative and Energy Market Valuation brings the application of financial models to a higher level by helping readers capture the true behavior of energy markets and related financial derivatives. The book provides readers with a range of statistical and quantitative techniques and demonstrates how to implement the presented concepts and methods in Matlab®. Featuring an unparalleled level of detail, this unique work provides the underlying theory and various advanced topics without requirin
Cataloging source
DLC
Dewey number
332.64/57
Index
index present
LC call number
HG6024.A3
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
Label
Financial derivative and energy market valuation : theory and implementation in MATLAB, Michael Mastro, (electronic resource)
Publication
Bibliography note
Includes bibliographical references and index
http://library.link/vocab/branchCode
  • net
Carrier category
online resource
Carrier category code
cr
Carrier MARC source
rdacarrier
Content category
text
Content type code
txt
Content type MARC source
rdacontent
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
Control code
ocn808628436
Dimensions
unknown
Extent
1 online resource
File format
one file format
Form of item
online
Isbn
9781118501795
Lccn
2012035101
Media category
computer
Media MARC source
rdamedia
Media type code
c
http://library.link/vocab/ext/overdrive/overdriveId
cl0500000354
Publisher number
EB00063764
http://library.link/vocab/recordID
.b28601981
Specific material designation
remote
System control number
  • (OCoLC)808628436
  • pebcs1118487710

Library Locations

    • Deakin University Library - Geelong Waurn Ponds CampusBorrow it
      75 Pigdons Road, Waurn Ponds, Victoria, 3216, AU
      -38.195656 144.304955
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