TY  - BOOK
AU  - Mastro,Michael A.
ED  - ProQuest (Firm)
TI  - Financial derivative and energy market valuation: theory and implementation in MATLAB 
AV  - HG6024.A3 M3774 2013
U1  - 332.64/57 23
PY  - 2013///
CY  - Hoboken, N.J.
PB  - Wiey
KW  - MATLAB
KW  - Derivative securities
KW  - Energy derivatives
KW  - Electronic books
N1  - Includes bibliographical references and index; 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; Electronic reproduction. Ann Arbor, MI : ProQuest, 2016. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries
UR  - https://ebookcentral.proquest.com/lib/bacm-ebooks/detail.action?docID=1132528
ER  -