TY  - BOOK
AU  - Mastro,Michael
TI  - Financial derivative and energy market valuation: theory and implementation in MATLAB 
SN  - 9781118487716 (hbk.)
PY  - 2013///
CY  - Hoboken, NJ
PB  - John Wiey & Sons
KW  - MATLAB
KW  - Derivative securities
KW  - Energy derivatives
N1  - Includes bibliographical references and index; 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
ER  -