000			01960nam a2200409 a 4500
001			EBC1132528
003			MiAaPQ
005			20240120134544.0
006			m o d |
007			cr cn|||||||||
008			120823s2013 njua sb 001 0 eng d
010			_z 2012031825
020			_z9781118487716 (cloth)
020			_z9781118355114
020			_a9781118583586 (electronic bk.)
035			_a(MiAaPQ)EBC1132528
035			_a(Au-PeEL)EBL1132528
035			_a(CaPaEBR)ebr10682382
035			_a(CaONFJC)MIL476153
035			_a(OCoLC)808628436
040			_aMiAaPQ _cMiAaPQ _dMiAaPQ
050		4	_aHG6024.A3 _bM3774 2013
082	0	4	_a332.64/57 _223
100	1		_aMastro, Michael A., _d1975-
245	1	0	_aFinancial derivative and energy market valuation _h[electronic resource] : _btheory and implementation in MATLAB / _cMichael Mastro.
260			_aHoboken, N.J. : _bWiey, _c2013.
300			_aviii, 649 p. : _bill.
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 -- 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.
533			_aElectronic reproduction. Ann Arbor, MI : ProQuest, 2016. Available via World Wide Web. Access may be limited to ProQuest affiliated libraries.
630	0	0	_aMATLAB.
650		0	_aDerivative securities.
650		0	_aEnergy derivatives.
655		4	_aElectronic books.
710	2		_aProQuest (Firm)
856	4	0	_uhttps://ebookcentral.proquest.com/lib/bacm-ebooks/detail.action?docID=1132528 _zClick to View
999			_c92081 _d92081