Mastro, Michael A.,  1975- <br/><br/>
Financial derivative and energy market valuation  theory and implementation in MATLAB /  [electronic resource] : 
Michael Mastro. 
 - Hoboken, N.J. :  Wiey,  2013. 
 - viii, 649 p. :  ill. 
<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 -- 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. 
<br/><br/><br/>Electronic reproduction. Ann Arbor, MI : ProQuest, 2016. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries. 
<br/><br/><label>ISBN: </label>9781118583586 (electronic bk.) 
<br/><br/><label>LCCN: </label>
<br/><br/><label>Subjects--Uniform Titles: </label><br/>MATLAB.
<br/><br/><label>Subjects--Topical Terms: </label><br/>Derivative securities.<br/>Energy derivatives.
<br/><br/><label>Index Terms--Genre/Form: </label><br/>Electronic books.
<br/><br/><label>LC Class. No.: </label>HG6024.A3  / M3774 2013 
<br/><br/><label>Dewey Class. No.: </label>332.64/57