Financial derivative and energy market valuation theory and implementation in MATLAB /
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| Hlavní autor: | |
|---|---|
| Médium: | Elektronický zdroj E-kniha |
| Jazyk: | angličtina |
| Vydáno: |
Hoboken, N.J. :
Wiey,
2013.
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| Témata: | |
| On-line přístup: | https://biblioteca.ues.edu.sv/acceso/elibro/?url=https%3A%2F%2Felibro.net%2Fereader%2Fbiblioues/178475 Zobrazit v on-line katalogu |
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| LEADER | 00000nam a2200000 a 4500 | ||
|---|---|---|---|
| 001 | ELB178475 | ||
| 003 | FINmELB | ||
| 005 | 20200520144314.0 | ||
| 006 | m o d | | ||
| 007 | cr cn||||||||| | ||
| 008 | 120823s2013 njua sb 001 0 eng d | ||
| 020 | |z 9781118487716 (cloth) | ||
| 020 | |z 9781118355114 | ||
| 020 | |a 9781118583586 (electronic bk.) | ||
| 035 | |a (OCoLC)808628031 | ||
| 040 | |a FINmELB |c FINmELB |d FINmELB | ||
| 050 | 4 | |a HG6024.A3 |b M3774 2013 | |
| 082 | 0 | 4 | |a 332.64/57 |2 23 |
| 100 | 1 | |a Mastro, Michael A., |d 1975- | |
| 245 | 1 | 0 | |a Financial derivative and energy market valuation |h [electronic resource] : |b theory and implementation in MATLAB / |c Michael Mastro. |
| 260 | |a Hoboken, N.J. : |b Wiey, |c 2013. | ||
| 300 | |a viii, 649 p. : |b ill. | ||
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | |a 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. | |
| 588 | |a Description based on metadata supplied by the publisher and other sources. | ||
| 590 | |a Electronic reproduction. Santa Fe, Arg.: elibro, 2021. Available via World Wide Web. Access may be limited to eLibro affiliated libraries. | ||
| 630 | 0 | 0 | |a MATLAB. |
| 650 | 0 | |a Derivative securities. | |
| 650 | 0 | |a Energy derivatives. | |
| 655 | 4 | |a Electronic books. | |
| 797 | 2 | |a elibro, Corp. | |
| 856 | 4 | 0 | |u https://biblioteca.ues.edu.sv/acceso/elibro/?url=https%3A%2F%2Felibro.net%2Fereader%2Fbiblioues/178475 |
| 950 | |a eLibro English | ||