Financial Derivative and Energy Market Valuation : Theory and Implementation in MATLAB [documento electrónico] /
Mastro, Michael A. (1975-) . -
Wiley, 2013 . - viii, 649 p. : : ill.
ISBN : 9781118583586
| Palabras clave: |
MATLAB. MATLAB. Derivative securities. Energy derivatives. |
| Clasificación: |
332.64/57 |
| Nota de contenido: |
bla
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. |
| Enlace de acceso : |
https://elibro-net.biblioproxy.umanizales.edu.co/es/lc/umanizales/titulos/178475 |
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