LEADER 02859oam 2200613 a 450 001 9910139029103321 005 20210107010339.0 010 $a1-118-50178-0 010 $a1-118-50181-0 010 $a1-299-44903-4 010 $a1-118-50176-4 035 $a(CKB)2550000001018564 035 $a(EBL)1132528 035 $a(SSID)ssj0000833214 035 $a(PQKBManifestationID)11443458 035 $a(PQKBTitleCode)TC0000833214 035 $a(PQKBWorkID)10935582 035 $a(PQKB)11136424 035 $a(DLC) 2012035101 035 $a(CaSebORM)9781118501818 035 $a(MiAaPQ)EBC1132528 035 $a(OCoLC)808628436 035 $a(PPN)191455601 035 $a(EXLCZ)992550000001018564 100 $a20120827d2012 uy 0 101 0 $aeng 135 $aurunu||||| 181 $ctxt 182 $cc 183 $acr 200 10$aFinancial derivative and energy market valuation$b[electronic resource] $etheory and implementation in MATLAB /$fMichael Mastro 205 $a1st edition 210 $aHoboken, New Jersey $cWiley$dc2012 215 $a1 online resource (659 p.) 300 $aDescription based upon print version of record. 311 $a1-118-48771-0 320 $aIncludes bibliographical references and index. 327 $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. 330 $aA 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 MatlabŪ. Featuring an unparalleled level of detail, this unique work provides the underlying theory and various advanced topics without requiring 606 $aDerivative securities 606 $aEnergy derivatives 615 0$aDerivative securities. 615 0$aEnergy derivatives. 676 $a332.01519 676 $a332.64/57 676 $a332.6457 700 $aMastro$b Michael A.$f1975-$0950542 801 0$bDLC 801 1$bDLC 801 2$bDLC 906 $aBOOK 912 $a9910139029103321 996 $aFinancial derivative and energy market valuation$92149194 997 $aUNINA LEADER 06547nam 22007095 450 001 9910483682503321 005 20251226195458.0 010 $a3-642-39884-7 024 7 $a10.1007/978-3-642-39884-1 035 $a(CKB)3710000000015886 035 $a(SSID)ssj0000988138 035 $a(PQKBManifestationID)11544502 035 $a(PQKBTitleCode)TC0000988138 035 $a(PQKBWorkID)10949869 035 $a(PQKB)10693258 035 $a(DE-He213)978-3-642-39884-1 035 $a(MiAaPQ)EBC3093269 035 $a(PPN)172428750 035 $a(EXLCZ)993710000000015886 100 $a20130805d2013 u| 0 101 0 $aeng 135 $aurnn|008mamaa 181 $ctxt 182 $cc 183 $acr 200 10$aFinancial Cryptography and Data Security $e17th International Conference, FC 2013, Okinawa, Japan, April 1-5, 2013, Revised Selected Papers /$fedited by Ahmad-Reza Sadeghi 205 $a1st ed. 2013. 210 1$aBerlin, Heidelberg :$cSpringer Berlin Heidelberg :$cImprint: Springer,$d2013. 215 $a1 online resource (XVI, 406 p. 70 illus.) 225 1 $aSecurity and Cryptology,$x2946-1863 ;$v7859 300 $aBibliographic Level Mode of Issuance: Monograph 311 08$a3-642-39883-9 327 $aKeynote -- Can Nature Help Us Solve Risk Management Issues? Position Paper -- Electronic Payment (Bitcoin) -- Quantitative Analysis of the Full Bitcoin Transaction Graph -- Beware the Middleman: Empirical Analysis of Bitcoin-Exchange Risk (Short Paper) -- Evaluating User Privacy in Bitcoin -- Usability Aspects -- The Importance of Being Earnest [In Security Warnings] (Short Paper) -- Exploring Extrinsic Motivation for Better Security: A Usability Study of Scoring-Enhanced Device Pairing (Short Paper) -- RelationGram: Tie-Strength Visualization for User-Controlled Online Identity Authentication (Short Paper) -- Secure Computation -- Practical Fully Simulatable Oblivious Transfer with Sublinear Communication -- Unconditionally-Secure Robust Secret Sharing with Minimum Share Size -- A Scalable Scheme for Privacy-Preserving Aggregation of Time-Series Data -- Passwords -- ?Give Me Letters 2, 3 and 6!?: Partial Password Implementations and Attacks -- Hey, You, Get Off of My Clipboard: On How Usability Trumps Security in Android Password Managers -- Privacy Primitives and Non-repudiation -- Unique Ring Signatures: A Practical Construction (Short Paper) -- Aggregating CL-Signatures Revisited: Extended Functionality and Better Efficiency -- Accumulators and U-Prove Revocation (Short Paper) -- Anonymity -- Towards a Publicly-Verifiable Mix-Net Providing Everlasting Privacy (Short Paper) -- P4R: Privacy-Preserving Pre-Payments with Refunds for Transportation Systems (Short Paper) -- Hardware Security -- Coupon Collector?s Problem for Fault Analysis against AES ? High Tolerance for Noisy Fault Injections (Short Paper) -- Mitigating Smart Card Fault Injection with Link-Time Code Rewriting: A Feasibility Study (Short Paper) -- On the Need of Physical Security for Small Embedded Devices: A Case Study with COMP128-1 Implementations in SIM Cards (Short Paper) -- Secure Computation and Secret Sharing -- Securely Solving Simple Combinatorial Graph Problems -- Parallel and Dynamic Searchable SymmetricEncryption -- GMW vs. Yao? Efficient Secure Two-Party Computation with Low Depth Circuits -- Invited Talk -- The Untapped Potential of Trusted Execution Environments on Mobile Devices: Extended Abstract -- Authentication Attacks and Countermeasures -- Stark: Tamperproof Authentication to Resist Keylogging -- Risks of Offline Verify PIN on Contactless Cards (Short Paper) -- How to Attack Two-Factor Authentication Internet Banking (Short Paper) -- CAge: Taming Certificate Authorities by Inferring Restricted Scopes (Short Paper) -- Privacy of Data and Communication -- Interdependent Privacy: Let Me Share Your Data -- A Secure Submission System for Online Whistle blowing Platforms (Short Paper) -- Securing Anonymous Communication Channels under the Selective DoS Attack (Short Paper) -- Private Data Retrieval -- PIRMAP: Efficient Private Information Retrieval for MapReduce -- Avoiding Theoretical Optimality to Efficiently and Privately Retrieve Security Updates (Short Paper) -- Posters -- Three-Factor User Authentication Method Using Biometrics Challenge Response -- Synthetic Logs Generator for Fraud Detection in Mobile Transfer Services -- Onions for Sale: Putting Privacy on the Market -- Searchable Encryption Supporting General Boolean Expression Queries -- A Privacy Preserving E-Payment Architecture -- Communication Services Empowered with a Classical Chaos Based Cryptosystem. 330 $aThis book constitutes the thoroughly refereed post-conference proceedings of the 17th International Conference on Financial Cryptography and Data Security (FC 2013), held at Bankoku Shinryokan Busena Terrace Beach Resort, Okinawa, Japan, April 1-5, 2013. The 14 revised full papers and 17 short papers were carefully selected and reviewed from 125 submissions. The papers are grouped in the following topical sections: electronic payment (Bitcoin), usability aspects, secure computation, passwords, privacy primitives and non-repudiation, anonymity, hardware security, secure computation and secret sharing, authentication attacks and countermeasures, privacy of data and communication, and private data retrieval. 410 0$aSecurity and Cryptology,$x2946-1863 ;$v7859 606 $aCryptography 606 $aData encryption (Computer science) 606 $aData protection 606 $aElectronic commerce 606 $aInformation technology$xManagement 606 $aCryptology 606 $aData and Information Security 606 $ae-Commerce and e-Business 606 $aComputer Application in Administrative Data Processing 615 0$aCryptography. 615 0$aData encryption (Computer science). 615 0$aData protection. 615 0$aElectronic commerce. 615 0$aInformation technology$xManagement. 615 14$aCryptology. 615 24$aData and Information Security. 615 24$ae-Commerce and e-Business. 615 24$aComputer Application in Administrative Data Processing. 676 $a005.8 702 $aSadeghi$b Ahmad-Reza$4edt$4http://id.loc.gov/vocabulary/relators/edt 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910483682503321 996 $aFinancial Cryptography and Data Security$92960333 997 $aUNINA