Financial derivative and energy market valuation: theory and implementation in Matlab
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| Main Author: | |
|---|---|
| Format: | Book |
| Language: | English |
| Published: |
Hoboken, N.J.
Wiley
419
|
| Subjects: | |
| Online Access: | Inhaltsverzeichnis |
| Physical Description: | viii, 649 Seiten Diagramme |
| ISBN: | 9781118487716 |
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MARC
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Record in the Search Index
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| 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 |
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| id | DE-604.BV041151586 |
| illustrated | Not Illustrated |
| indexdate | 2024-07-10T00:40:46Z |
| institution | BVB |
| isbn | 9781118487716 |
| language | English |
| lccn | 2012031825 |
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| 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 |
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