Financial Derivative and Energy Market Valuation (PDF)

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.