Financial derivative and energy market valuation theory and implementation in MATLAB /
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| Main Author: | |
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Hoboken, N.J. :
Wiey,
2013.
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| Subjects: | |
| Online Access: | https://biblioteca.ues.edu.sv/acceso/elibro/?url=https%3A%2F%2Felibro.net%2Fereader%2Fbiblioues/178475 View in OPAC |
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Table of Contents:
- 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.