Financial derivative and energy market valuation (Record no. 13795)
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| 000 -LEADER | |
|---|---|
| fixed length control field | 01816nam a2200349 a 4500 |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 332.64/57 |
| 100 1# - MAIN ENTRY--AUTHOR NAME | |
| Personal name | Mastro, Michael A., |
| 245 10 - TITLE STATEMENT | |
| Title | Financial derivative and energy market valuation |
| 260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT) | |
| Place of publication | Hoboken, N.J. : |
| Name of publisher | Wiey, |
| Year of publication | 2013. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Number of Pages | viii, 649 p. : |
| Other physical details | ill. |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | 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. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical Term | Derivative securities. |
| Topical Term | Energy derivatives. |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | http://site.ebrary.com/lib/rucke/Doc?id=10682382 |
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