| Record ID | marc_loc_2016/BooksAll.2016.part39.utf8:214432883:1729 |
| Source | Library of Congress |
| Download Link | /show-records/marc_loc_2016/BooksAll.2016.part39.utf8:214432883:1729?format=raw |
LEADER: 01729cam a2200337 a 4500
001 2012035101
003 DLC
005 20150415080610.0
006 m |o d |
007 cr_|||||||||||
008 120827s2012 nju ob 001 0 eng
010 $a 2012035101
020 $a9781118501818 (epub)
020 $a9781118501764 (pdf)
020 $a9781118501795 ( mobi)
020 $z9781118487716 (cloth)
040 $aDLC$beng$cDLC$dDLC
042 $apcc
050 00 $aHG6024.A3
082 00 $a332.64/57$223
100 1 $aMastro, Michael A.,$d1975-
245 10 $aFinancial derivative and energy market valuation$h[electronic resource] :$btheory and implementation in MATLAB /$cMichael Mastro.
260 $aHoboken, New Jersey :$bWiley,$cc2012.
300 $a1 online resource.
504 $aIncludes bibliographical references and index.
505 0 $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.
588 $aDescription based on print version record and CIP data provided by publisher.
650 0 $aDerivative securities.
650 0 $aEnergy derivatives.
630 00 $aMATLAB.
776 08 $iPrint version:$aMastro, Michael A., 1975-$tFinancial derivative and energy market valuation$dHoboken, N.J. : Wiey, c2012$z9781118487716$w(DLC) 2012031825