Financial derivative and energy market valuation: theory and implementation in Matlab
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
Hoboken, N.J.
Wiley
419
|
| Schlagworte: | |
| Online-Zugang: | Inhaltsverzeichnis |
| Beschreibung: | viii, 649 Seiten Diagramme |
| ISBN: | 9781118487716 |
Internformat
MARC
| LEADER | 00000nam a2200000 c 4500 | ||
|---|---|---|---|
| 001 | BV041151586 | ||
| 003 | DE-604 | ||
| 005 | 20160217 | ||
| 007 | t | ||
| 008 | 130717s2013 xxu|||| |||| 00||| eng d | ||
| 010 | |a 2012031825 | ||
| 020 | |a 9781118487716 |c cloth |9 978-1-118-48771-6 | ||
| 035 | |a (OCoLC)846534044 | ||
| 035 | |a (DE-599)BVBBV041151586 | ||
| 040 | |a DE-604 |b ger |e rda | ||
| 041 | 0 | |a eng | |
| 044 | |a xxu |c US | ||
| 049 | |a DE-355 |a DE-523 | ||
| 050 | 0 | |a HG6024.A3 | |
| 082 | 0 | |a 332.64/57 | |
| 084 | |a QR 530 |0 (DE-625)142050: |2 rvk | ||
| 100 | 1 | |a Mastro, Michael |e Verfasser |4 aut | |
| 245 | 1 | 0 | |a Financial derivative and energy market valuation |b theory and implementation in Matlab |c Michael Mastro |
| 264 | 1 | |a Hoboken, N.J. |b Wiley |c 419 | |
| 300 | |a viii, 649 Seiten |b Diagramme | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 505 | 8 | |a Includes bibliographical references and index | |
| 630 | 0 | 4 | |a MATLAB |
| 650 | 4 | |a Derivative securities | |
| 650 | 4 | |a Energy derivatives | |
| 650 | 0 | 7 | |a MATLAB |0 (DE-588)4329066-8 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Derivat |g Wertpapier |0 (DE-588)4381572-8 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Energiehandel |0 (DE-588)4559984-1 |2 gnd |9 rswk-swf |
| 650 | 0 | 7 | |a Finanzmathematik |0 (DE-588)4017195-4 |2 gnd |9 rswk-swf |
| 689 | 0 | 0 | |a Energiehandel |0 (DE-588)4559984-1 |D s |
| 689 | 0 | 1 | |a Derivat |g Wertpapier |0 (DE-588)4381572-8 |D s |
| 689 | 0 | 2 | |a Finanzmathematik |0 (DE-588)4017195-4 |D s |
| 689 | 0 | 3 | |a MATLAB |0 (DE-588)4329066-8 |D s |
| 689 | 0 | |C b |5 DE-604 | |
| 856 | 4 | 2 | |m HBZ Datenaustausch |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=026127034&sequence=000004&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 999 | |a oai:aleph.bib-bvb.de:BVB01-026127034 | ||
Datensatz im Suchindex
| _version_ | 1804150553876365312 |
|---|---|
| adam_text | Titel: Financial derivative and energy market valuation
Autor: Mastro, Michael A
Jahr: 2013
CONTENTS
Preface vii
1 Financial Models 1
2 Jump Models 35
3 Options 65
4 Binomial Trees 105
5 Trinomial Trees 131
6 Finite Difference Methods 167
7 Kalman Filter 231
8 Futures and Forwards 245
9 Nonlinear and Non-Gaussian Kalman Filter 295
10 Short-Term Deviation/Long-Term Equilibrium Model 349
11 Futures and Forwards Options 359
12 Fourier Transform 397
13 Fundamentals of Characteristic Functions 459
14 Application of Characteristic Functions 467
15 Levy Processes 505
16 Fourier-Based Option Analysis 547
17 Fundamentals of Stochastic Finance 585
18 Affine Jump-Diffusion Processes 605
Index 645
|
| any_adam_object | 1 |
| author | Mastro, Michael |
| author_facet | Mastro, Michael |
| author_role | aut |
| author_sort | Mastro, Michael |
| author_variant | m m mm |
| building | Verbundindex |
| bvnumber | BV041151586 |
| callnumber-first | H - Social Science |
| callnumber-label | HG6024 |
| callnumber-raw | HG6024.A3 |
| callnumber-search | HG6024.A3 |
| callnumber-sort | HG 46024 A3 |
| callnumber-subject | HG - Finance |
| classification_rvk | QR 530 |
| contents | Includes bibliographical references and index |
| ctrlnum | (OCoLC)846534044 (DE-599)BVBBV041151586 |
| dewey-full | 332.64/57 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.64/57 |
| dewey-search | 332.64/57 |
| dewey-sort | 3332.64 257 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| format | Book |
| fullrecord | <?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01818nam a2200481 c 4500</leader><controlfield tag="001">BV041151586</controlfield><controlfield tag="003">DE-604</controlfield><controlfield tag="005">20160217 </controlfield><controlfield tag="007">t</controlfield><controlfield tag="008">130717s2013 xxu|||| |||| 00||| eng d</controlfield><datafield tag="010" ind1=" " ind2=" "><subfield code="a">2012031825</subfield></datafield><datafield tag="020" ind1=" " ind2=" "><subfield code="a">9781118487716</subfield><subfield code="c">cloth</subfield><subfield code="9">978-1-118-48771-6</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(OCoLC)846534044</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-599)BVBBV041151586</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-604</subfield><subfield code="b">ger</subfield><subfield code="e">rda</subfield></datafield><datafield tag="041" ind1="0" ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="044" ind1=" " ind2=" "><subfield code="a">xxu</subfield><subfield code="c">US</subfield></datafield><datafield tag="049" ind1=" " ind2=" "><subfield code="a">DE-355</subfield><subfield code="a">DE-523</subfield></datafield><datafield tag="050" ind1=" " ind2="0"><subfield code="a">HG6024.A3</subfield></datafield><datafield tag="082" ind1="0" ind2=" "><subfield code="a">332.64/57</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">QR 530</subfield><subfield code="0">(DE-625)142050:</subfield><subfield code="2">rvk</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Mastro, Michael</subfield><subfield code="e">Verfasser</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">Financial derivative and energy market valuation</subfield><subfield code="b">theory and implementation in Matlab</subfield><subfield code="c">Michael Mastro</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="a">Hoboken, N.J.</subfield><subfield code="b">Wiley</subfield><subfield code="c">419</subfield></datafield><datafield tag="300" ind1=" " ind2=" "><subfield code="a">viii, 649 Seiten</subfield><subfield code="b">Diagramme</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="b">txt</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="b">n</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="b">nc</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="505" ind1="8" ind2=" "><subfield code="a">Includes bibliographical references and index</subfield></datafield><datafield tag="630" ind1="0" ind2="4"><subfield code="a">MATLAB</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Derivative securities</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Energy derivatives</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">MATLAB</subfield><subfield code="0">(DE-588)4329066-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Derivat</subfield><subfield code="g">Wertpapier</subfield><subfield code="0">(DE-588)4381572-8</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Energiehandel</subfield><subfield code="0">(DE-588)4559984-1</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="650" ind1="0" ind2="7"><subfield code="a">Finanzmathematik</subfield><subfield code="0">(DE-588)4017195-4</subfield><subfield code="2">gnd</subfield><subfield code="9">rswk-swf</subfield></datafield><datafield tag="689" ind1="0" ind2="0"><subfield code="a">Energiehandel</subfield><subfield code="0">(DE-588)4559984-1</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="1"><subfield code="a">Derivat</subfield><subfield code="g">Wertpapier</subfield><subfield code="0">(DE-588)4381572-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="2"><subfield code="a">Finanzmathematik</subfield><subfield code="0">(DE-588)4017195-4</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2="3"><subfield code="a">MATLAB</subfield><subfield code="0">(DE-588)4329066-8</subfield><subfield code="D">s</subfield></datafield><datafield tag="689" ind1="0" ind2=" "><subfield code="C">b</subfield><subfield code="5">DE-604</subfield></datafield><datafield tag="856" ind1="4" ind2="2"><subfield code="m">HBZ Datenaustausch</subfield><subfield code="q">application/pdf</subfield><subfield code="u">http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=026127034&sequence=000004&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA</subfield><subfield code="3">Inhaltsverzeichnis</subfield></datafield><datafield tag="999" ind1=" " ind2=" "><subfield code="a">oai:aleph.bib-bvb.de:BVB01-026127034</subfield></datafield></record></collection> |
| id | DE-604.BV041151586 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T00:40:46Z |
| institution | BVB |
| isbn | 9781118487716 |
| language | English |
| lccn | 2012031825 |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-026127034 |
| oclc_num | 846534044 |
| open_access_boolean | |
| owner | DE-355 DE-BY-UBR DE-523 |
| owner_facet | DE-355 DE-BY-UBR DE-523 |
| physical | viii, 649 Seiten Diagramme |
| publishDateSearch | 2013 |
| publishDateSort | 2013 |
| publisher | Wiley |
| record_format | marc |
| spelling | Mastro, Michael Verfasser aut Financial derivative and energy market valuation theory and implementation in Matlab Michael Mastro Hoboken, N.J. Wiley 419 viii, 649 Seiten Diagramme txt rdacontent n rdamedia nc rdacarrier Includes bibliographical references and index MATLAB Derivative securities Energy derivatives MATLAB (DE-588)4329066-8 gnd rswk-swf Derivat Wertpapier (DE-588)4381572-8 gnd rswk-swf Energiehandel (DE-588)4559984-1 gnd rswk-swf Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Energiehandel (DE-588)4559984-1 s Derivat Wertpapier (DE-588)4381572-8 s Finanzmathematik (DE-588)4017195-4 s MATLAB (DE-588)4329066-8 s b DE-604 HBZ Datenaustausch application/pdf http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=026127034&sequence=000004&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA Inhaltsverzeichnis |
| spellingShingle | Mastro, Michael Financial derivative and energy market valuation theory and implementation in Matlab Includes bibliographical references and index MATLAB Derivative securities Energy derivatives MATLAB (DE-588)4329066-8 gnd Derivat Wertpapier (DE-588)4381572-8 gnd Energiehandel (DE-588)4559984-1 gnd Finanzmathematik (DE-588)4017195-4 gnd |
| subject_GND | (DE-588)4329066-8 (DE-588)4381572-8 (DE-588)4559984-1 (DE-588)4017195-4 |
| title | Financial derivative and energy market valuation theory and implementation in Matlab |
| title_auth | Financial derivative and energy market valuation theory and implementation in Matlab |
| title_exact_search | Financial derivative and energy market valuation theory and implementation in Matlab |
| title_full | Financial derivative and energy market valuation theory and implementation in Matlab Michael Mastro |
| title_fullStr | Financial derivative and energy market valuation theory and implementation in Matlab Michael Mastro |
| title_full_unstemmed | Financial derivative and energy market valuation theory and implementation in Matlab Michael Mastro |
| title_short | Financial derivative and energy market valuation |
| title_sort | financial derivative and energy market valuation theory and implementation in matlab |
| title_sub | theory and implementation in Matlab |
| topic | MATLAB Derivative securities Energy derivatives MATLAB (DE-588)4329066-8 gnd Derivat Wertpapier (DE-588)4381572-8 gnd Energiehandel (DE-588)4559984-1 gnd Finanzmathematik (DE-588)4017195-4 gnd |
| topic_facet | MATLAB Derivative securities Energy derivatives Derivat Wertpapier Energiehandel Finanzmathematik |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=026127034&sequence=000004&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| work_keys_str_mv | AT mastromichael financialderivativeandenergymarketvaluationtheoryandimplementationinmatlab |