LEADER 03038oam 2200697 a 450 001 9910813434603321 005 20210107010339.0 010 $a9781118501788 010 $a1118501780 010 $a9781118501818 010 $a1118501810 010 $a9781299449039 010 $a1299449034 010 $a9781118501764 010 $a1118501764 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(OCoLC)868161007 035 $a(OCoLC)ocn868161007 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 $etheory and implementation in MATLAB /$fMichael Mastro 205 $a1st edition 210 $aHoboken, New Jersey $cWiley$dc2012 215 $a1 online resource (659 p.) 300 $aDescription based upon print version of record. 311 08$a9781118487716 311 08$a1118487710 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-$01682536 801 0$bDLC 801 1$bDLC 801 2$bDLC 906 $aBOOK 912 $a9910813434603321 996 $aFinancial derivative and energy market valuation$94052730 997 $aUNINA