| 000 | 01375nam a2200253 a 4500 | ||
|---|---|---|---|
| 001 | vtls000078299 | ||
| 003 | KUKTEM | ||
| 005 | 20251125095941.0 | ||
| 008 | 140516t2013 njua f 001 0 eng d | ||
| 020 | _a9781118487716 (hbk.) | ||
| 039 | 9 |
_a201411271042 _bsaini _y201405161618 _znadia |
|
| 040 | _aUMP | ||
| 090 | _aHG6024.A3 M37 2013 | ||
| 100 | 1 | _aMastro, Michael | |
| 245 | 1 | 0 |
_aFinancial derivative and energy market valuation : _btheory and implementation in MATLAB / _cMichael Mastro |
| 260 |
_aHoboken, NJ : _bJohn Wiey & Sons, _c2013 |
||
| 300 |
_aviii, 649 p. : _bill. ; _c24 cm. |
||
| 504 | _aIncludes bibliographical references and index | ||
| 505 | 0 | _aFinancial 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 | |
| 630 | 0 | 0 | _aMATLAB |
| 650 | 0 | _aDerivative securities | |
| 650 | 0 | _aEnergy derivatives | |
| 999 |
_aVIRTUA40 _c76162 _d76168 |
||
| 999 | _aVTLSSORT0080*0200*0400*0900*1000*2450*2600*3000*5040*5050*6300*6500*6501*9992 | ||