书目详细信息
： Financial derivative and energy market valuation :
书目信息 机读格式(MARC)
| ISBN： | 9781118487716 (cloth) |
|---|---|
| 编目源： | DLC DLC DLC SCT |
| 个人名称： | Mastro, Michael A.,1975- |
| 题名： | Financial derivative and energy market valuation : theory and implementation in MATLAB / Michael Mastro. |
| 索书号： | F830.91/M423E |
| 出版发行项： | Hoboken, N.J. : Wiey, c2013. |
| 载体形态： | viii, 649 p. : ill. ; 25 cm. |
| 书目附注： | Includes bibliographical references and index. |
| 格式化内容附注： | 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. |