Mastro, Michael <br/><br/>
Financial derivative and energy market valuation :  theory and implementation in MATLAB / 
Michael Mastro 
 - Hoboken, NJ :  John Wiey & Sons,  2013 
 - viii, 649 p. :  ill. ;  24 cm. 
<br/><br/>Includes bibliographical references and index 
<br/><br/>Financial models -- Jump models -- Options -- Binomial trees -- Trinomial trees -- Finite difference methods -- Kalman filter -- Futures and forwards -- Nonlinear 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 
<br/><br/><label>ISBN: </label>9781118487716 (hbk.) 
<br/><br/><label>Subjects--Uniform Titles: </label><br/>MATLAB
<br/><br/><label>Subjects--Topical Terms: </label><br/>Derivative securities<br/>Energy derivatives