{"text_format":"2","workbook":"xls","n_sheets":1,"sheets":["report2"],"not_rendered":{"charts":0,"images":0,"macros":0,"external_links":1,"defined_names":1,"comments":0,"pivot_tables":0},"unopened":[],"bounds":{"document_bytes":16777216,"sheet_cells":100000,"run_cost":"one","rows_first":2000,"rows_last":500,"rows_between":2000,"halvings":0,"cell_chars":16384,"cell_head_chars":4096},"cells_cut":0,"cells_raw":0,"read":"whole","date_system":"1900","formulas":"cached_only"}

{"sheet":"report2","index":0,"n_rows":22,"n_cols":5,"rows_kept":22,"cut":false,"hidden":false,"merged":[[0,2,0,3],[0,4,0,5],[1,2,1,3],[1,4,1,5],[2,2,2,3],[2,4,2,5],[3,2,3,3],[4,2,4,3],[8,2,8,3],[9,2,9,3],[10,2,10,3],[13,2,13,3],[15,2,15,3],[16,2,16,3],[20,2,20,3]],"flags":["formulas_cached_only"]}
[null,"1.","Record Nr.",null,"UNINA9910139029103321"]
[null,null,"Autore",null,"Mastro Michael A. <1975->"]
[null,null,"Titolo",null,"Financial derivative and energy market valuation [[electronic resource] ] : theory and implementation in MATLAB / / Michael Mastro"]
[null,null,"Pubbl/distr/stampa",null,"Hoboken, New Jersey, : Wiley, c2012"]
[null,null,"ISBN",null,"1-118-50178-0"]
[{"$nulls":4},"1-118-50181-0"]
[{"$nulls":4},"1-299-44903-4"]
[{"$nulls":4},"1-118-50176-4"]
[null,null,"Edizione",null,"[1st edition]"]
[null,null,"Descrizione fisica",null,"1 online resource (659 p.)"]
[null,null,"Disciplina",null,"332.01519"]
[{"$nulls":4},"332.64/57"]
[{"$nulls":4},"332.6457"]
[null,null,"Soggetti",null,"Derivative securities"]
[{"$nulls":4},"Energy derivatives"]
[null,null,"Lingua di pubblicazione",null,"Inglese"]
[null,null,"Formato",null,"Materiale a stampa"]
[null,null,null,"Livello bibliografico","Monografia"]
[null,null,null,"Note generali","Description based upon print version of record."]
[null,null,null,"Nota di bibliografia","Includes bibliographical references and index."]
[null,null,"Nota di contenuto",null,"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."]
[null,null,null,"Sommario/riassunto","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 requiring"]