Financial Derivative and Energy Market Valuation (ePub)
Theory and Implementation in MATLAB
(Sprache: Englisch)
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...
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...
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Produktinformationen zu „Financial Derivative and Energy Market Valuation (ePub)“
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 a prior high-level understanding of mathematics or
finance. In addition to a self-contained treatment of applied
topics such as modern Fourier-based analysis and affine transforms,
Financial Derivative and Energy Market Valuation also:
* Provides the derivation, numerical implementation, and
documentation of the corresponding Matlab for each topic
* Extends seminal works developed over the last four decades
to derive and utilize present-day financial models
* Shows how to use applied methods such as fast Fourier
transforms to generate statistical distributions for option
pricing
* Includes all Matlab code for readers wishing to replicate
the figures found throughout the book
Thorough, practical, and easy to use, Financial Derivative
and Energy Market Valuation is a first-rate guide for readers
who want to learn how to use advanced numerical methods to
implement and apply state-of-the-art financial models. The book is
also ideal for graduate-level courses in quantitative finance,
mathematical finance, and financial engineering.
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 a prior high-level understanding of mathematics or
finance. In addition to a self-contained treatment of applied
topics such as modern Fourier-based analysis and affine transforms,
Financial Derivative and Energy Market Valuation also:
* Provides the derivation, numerical implementation, and
documentation of the corresponding Matlab for each topic
* Extends seminal works developed over the last four decades
to derive and utilize present-day financial models
* Shows how to use applied methods such as fast Fourier
transforms to generate statistical distributions for option
pricing
* Includes all Matlab code for readers wishing to replicate
the figures found throughout the book
Thorough, practical, and easy to use, Financial Derivative
and Energy Market Valuation is a first-rate guide for readers
who want to learn how to use advanced numerical methods to
implement and apply state-of-the-art financial models. The book is
also ideal for graduate-level courses in quantitative finance,
mathematical finance, and financial engineering.
Autoren-Porträt von Michael Mastro
MICHAEL MASTRO, PhD, is a civilian Staff Scientist at the U.S. Naval Research Lab. Dr. Mastro has authored more than 150 papers and patents and has organized several conference symposia.
Bibliographische Angaben
- Autor: Michael Mastro
- 2013, 1. Auflage, 664 Seiten, Englisch
- Verlag: John Wiley & Sons
- ISBN-10: 1118501810
- ISBN-13: 9781118501818
- Erscheinungsdatum: 19.02.2013
Abhängig von Bildschirmgröße und eingestellter Schriftgröße kann die Seitenzahl auf Ihrem Lesegerät variieren.
eBook Informationen
- Dateiformat: ePub
- Größe: 24 MB
- Mit Kopierschutz
Sprache:
Englisch
Kopierschutz
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