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01929nam a2200397 a 4500 |
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EBC1132528 |
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MiAaPQ |
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20200520144314.0 |
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m o d | |
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120823s2013 njua sb 001 0 eng d |
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|z 2012031825
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|z 9781118487716 (cloth)
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|z 9781118355114
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|a 9781118583586 (electronic bk.)
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|a (MiAaPQ)EBC1132528
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|a (Au-PeEL)EBL1132528
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|a (CaPaEBR)ebr10682382
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|a (CaONFJC)MIL476153
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|a (OCoLC)808628436
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|a MiAaPQ
|c MiAaPQ
|d MiAaPQ
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|a HG6024.A3
|b M3774 2013
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0 |
4 |
|a 332.64/57
|2 23
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| 100 |
1 |
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|a Mastro, Michael A.,
|d 1975-
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| 245 |
1 |
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|a Financial derivative and energy market valuation
|h [electronic resource] :
|b theory and implementation in MATLAB /
|c Michael Mastro.
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| 260 |
|
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|a Hoboken, N.J. :
|b Wiey,
|c 2013.
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| 300 |
|
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|a viii, 649 p. :
|b ill.
|
| 504 |
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|a Includes bibliographical references and index.
|
| 505 |
0 |
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|a 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.
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| 533 |
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|a Electronic reproduction. Ann Arbor, MI : ProQuest, 2016. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
|
| 630 |
0 |
0 |
|a MATLAB.
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| 650 |
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0 |
|a Derivative securities.
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| 650 |
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0 |
|a Energy derivatives.
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| 655 |
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4 |
|a Electronic books.
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| 710 |
2 |
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|a ProQuest (Firm)
|
| 856 |
4 |
0 |
|u https://ebookcentral.proquest.com/lib/matrademy/detail.action?docID=1132528
|z Click to View
|
