Financial derivative and energy market valuation theory and implementation in MATLAB /
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| Auteur principal: | |
|---|---|
| Format: | Électronique eBook |
| Langue: | anglais |
| Publié: |
Hoboken, N.J. :
Wiey,
2013.
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| Sujets: | |
| Accès en ligne: | https://biblioteca.ues.edu.sv/acceso/elibro/?url=https%3A%2F%2Felibro.net%2Fereader%2Fbiblioues/178475 Voir à l'OPAC |
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Table des matières:
- 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.