Financial Derivative and Energy Market Valuation - Theory and Implementation in MATLAB (R)

Name: Financial Derivative and Energy Market Valuation - Theory and Implementation in MATLAB (R)
Brand: John Wiley & Sons Inc
SKU: 9781118487716
Price: 51139 HUF
Availability: InStock

Szerző: M Mastro

Nyelv:

Kötés: Kemény kötésű

Kiadó: John Wiley & Sons Inc

Elérhetőség: Beszállítói készleten

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A road map for implementing quantitative financial models§Financial Derivative and Energy Market Val...

Információk a könyvről

Szerző

M Mastro

Nyelv

Angol

Kötés

Könyv - Kemény kötésű

Kiadva

2013

oldal

664

EAN

9781118487716

ISBN

1118487710

Enbook ID

01298879

Kiadó

John Wiley & Sons Inc

Súly

1022

Méretek

157 x 243 x 37

Teljes leírás

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(r).§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.

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Financial Derivative and Energy Market Valuation - Theory and Implementation in MATLAB (R)

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