LEADER 01051nam0 22002531i 450 001 SUN0039204 005 20071026120000.0 100 $a20051109d1970 |0itac50 ba 101 $aita 102 $aIT 105 $a|||| ||||| 200 1 $aProfili dell'accertamento costitutivo$fCorrado Ferri 210 $aPadova$cCEDAM$dc1970 215 $aVIII, 271 p.$d25 cm. 410 1$1001SUN0010971$12001 $aPubblicazioni della Università di Pavia. Studi nelle scienze giuridiche e sociali. N.S$v5$1210 $aPadova$cCEDAM. 620 $dPadova$3SUNL000007 700 1$aFerri$b, Corrado$3SUNV002758$0229480 712 $aCEDAM$3SUNV005537$4650 801 $aIT$bSOL$c20181109$gRICA 912 $aSUN0039204 950 $aUFFICIO DI BIBLIOTECA DEL DIPARTIMENTO DI GIURISPRUDENZA$d00 CONS VIII.Eg.51 $e00 30624 995 $aUFFICIO DI BIBLIOTECA DEL DIPARTIMENTO DI GIURISPRUDENZA$h30624$kCONS VIII.Eg.51$op$qa 996 $aProfili dell'accertamento costitutivo$934584 997 $aUNICAMPANIA LEADER 02902oam 2200637 a 450 001 9910813434603321 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(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 $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 Matlab®. 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