02902oam 2200637 a 450 991081343460332120210107010339.01-118-50178-01-118-50181-01-299-44903-41-118-50176-4(CKB)2550000001018564(EBL)1132528(SSID)ssj0000833214(PQKBManifestationID)11443458(PQKBTitleCode)TC0000833214(PQKBWorkID)10935582(PQKB)11136424(DLC) 2012035101(CaSebORM)9781118501818(MiAaPQ)EBC1132528(OCoLC)808628436(PPN)191455601(OCoLC)868161007(OCoLC)ocn868161007(EXLCZ)99255000000101856420120827d2012 uy 0engurunu|||||txtccrFinancial derivative and energy market valuation theory and implementation in MATLAB /Michael Mastro1st editionHoboken, New Jersey Wileyc20121 online resource (659 p.)Description based upon print version of record.1-118-48771-0 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.A road map for implementing quantitative financial models Financial Derivative and Energy Market Valuation brings the application of financial models to a higher level by helping readers capture the true behavior of energy markets and related financial derivatives. The book provides readers with a range of statistical and quantitative techniques and demonstrates how to implement the presented concepts and methods in Matlab®. Featuring an unparalleled level of detail, this unique work provides the underlying theory and various advanced topics without requiringDerivative securitiesEnergy derivativesDerivative securities.Energy derivatives.332.01519332.64/57332.6457Mastro Michael A.1975-1682536DLCDLCDLCBOOK9910813434603321Financial derivative and energy market valuation4052730UNINA