Financial Derivative and Energy Market Valuation: Theory and Implementation in MATLAB.
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 r...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Somerset
John Wiley & Sons, Incorporated
2013
|
| Ausgabe: | 1st ed |
| Schlagworte: | |
| Zusammenfassung: | 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 requiring a prior high-level understanding of mathematics or finance. In addition to a self-contained treatment of applied topics such as modern Fourier-based analysis and affine transforms, Financial Derivative and Energy Market Valuation also: Provides the derivation, numerical implementation, and documentation of the corresponding Matlab for each topic Extends seminal works developed over the last four decades to derive and utilize present-day financial models Shows how to use applied methods such as fast Fourier transforms to generate statistical distributions for option pricing Includes all Matlab code for readers wishing to replicate the figures found throughout the book Thorough, practical, and easy to use, Financial Derivative and Energy Market Valuation is a first-rate guide for readers who want to learn how to use advanced numerical methods to implement and apply state-of-the-art financial models. The book is also ideal for graduate-level courses in quantitative finance, mathematical finance, and financial engineering |
| Beschreibung: | Description based on publisher supplied metadata and other sources |
| Beschreibung: | 1 online resource (606 pages) |
| ISBN: | 9781118501818 9781118487716 |
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Datensatz im Suchindex
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| author | Mastro, Michael |
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| dewey-full | 332.01519 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.01519 |
| dewey-search | 332.01519 |
| dewey-sort | 3332.01519 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| edition | 1st ed |
| format | Electronic eBook |
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| illustrated | Not Illustrated |
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| spelling | Mastro, Michael Verfasser aut Financial Derivative and Energy Market Valuation Theory and Implementation in MATLAB. 1st ed Somerset John Wiley & Sons, Incorporated 2013 © 2013 1 online resource (606 pages) txt rdacontent c rdamedia cr rdacarrier Description based on publisher supplied metadata and other sources 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 requiring a prior high-level understanding of mathematics or finance. In addition to a self-contained treatment of applied topics such as modern Fourier-based analysis and affine transforms, Financial Derivative and Energy Market Valuation also: Provides the derivation, numerical implementation, and documentation of the corresponding Matlab for each topic Extends seminal works developed over the last four decades to derive and utilize present-day financial models Shows how to use applied methods such as fast Fourier transforms to generate statistical distributions for option pricing Includes all Matlab code for readers wishing to replicate the figures found throughout the book Thorough, practical, and easy to use, Financial Derivative and Energy Market Valuation is a first-rate guide for readers who want to learn how to use advanced numerical methods to implement and apply state-of-the-art financial models. The book is also ideal for graduate-level courses in quantitative finance, mathematical finance, and financial engineering Derivative securities Energy derivatives MATLAB. Finanzmathematik (DE-588)4017195-4 gnd rswk-swf Derivat Wertpapier (DE-588)4381572-8 gnd rswk-swf MATLAB (DE-588)4329066-8 gnd rswk-swf Energiehandel (DE-588)4559984-1 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 1\p DE-604 Mastro, M. Sonstige oth Erscheint auch als Druck-Ausgabe Mastro, Michael Financial Derivative and Energy Market Valuation : Theory and Implementation in MATLAB 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
| spellingShingle | Mastro, Michael Financial Derivative and Energy Market Valuation Theory and Implementation in MATLAB. Derivative securities Energy derivatives MATLAB. Finanzmathematik (DE-588)4017195-4 gnd Derivat Wertpapier (DE-588)4381572-8 gnd MATLAB (DE-588)4329066-8 gnd Energiehandel (DE-588)4559984-1 gnd |
| subject_GND | (DE-588)4017195-4 (DE-588)4381572-8 (DE-588)4329066-8 (DE-588)4559984-1 |
| 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. |
| title_fullStr | Financial Derivative and Energy Market Valuation Theory and Implementation in MATLAB. |
| title_full_unstemmed | Financial Derivative and Energy Market Valuation Theory and Implementation in MATLAB. |
| 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 | Derivative securities Energy derivatives MATLAB. Finanzmathematik (DE-588)4017195-4 gnd Derivat Wertpapier (DE-588)4381572-8 gnd MATLAB (DE-588)4329066-8 gnd Energiehandel (DE-588)4559984-1 gnd |
| topic_facet | Derivative securities Energy derivatives MATLAB. Finanzmathematik Derivat Wertpapier MATLAB Energiehandel |
| work_keys_str_mv | AT mastromichael financialderivativeandenergymarketvaluationtheoryandimplementationinmatlab AT mastrom financialderivativeandenergymarketvaluationtheoryandimplementationinmatlab |