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Book Cover
E-book
Author Mastro, Michael, 1949- author

Title Financial Derivative and Energy Market Valuation: Theory and Implementation in MATLAB / Mastro, Michael
Edition First edition
Published John Wiley & Sons, 2013
Online access available from:
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Description 1 online resource (664 pages)
Summary 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. 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
Notes Mode of access: World Wide Web
Copyright © John Wiley & Sons 2013
Issuing Body Made available through: Safari, an O'Reilly Media Company
Subject Business enterprises -- Finance.
Economics.
Commerce.
Form Electronic book
Author Safari, an O'Reilly Media Company